Title :
A Nonmonotone MBFGS Method for Solving Nonconvex Minimization Problems
Author :
Yue, Zheng ; June, Liu
Author_Institution :
Huanggang Normal Univ., Huanggang
Abstract :
A nonmonotone MBFGS trust region method is presented for solving nonconvex minimization problems in the paper. Under mild conditions, the global convergence is proved. This may enlarge the applications of nonmonotone trust region methods.
Keywords :
convergence; minimisation; global convergence; nonconvex minimization problems; nonmonotone MBFGS method; Approximation algorithms; Convergence; Iterative methods; Minimization methods; Robustness; Symmetric matrices;
Conference_Titel :
Innovative Computing Information and Control, 2008. ICICIC '08. 3rd International Conference on
Conference_Location :
Dalian, Liaoning
Print_ISBN :
978-0-7695-3161-8
Electronic_ISBN :
978-0-7695-3161-8
DOI :
10.1109/ICICIC.2008.66
