New cautious BFGS algorithm based on modified Armijo-type line search

Z Wan, S Huang, XD Zheng - Journal of Inequalities and Applications, 2012 - Springer
In this paper, a new inexact line search rule is presented, which is a modified version of the
classical Armijo line search rule. With lower cost of computation, a larger descent magnitude …

[HTML][HTML] A globally convergent BFGS method with nonmonotone line search for non-convex minimization

Y Xiao, H Sun, Z Wang - Journal of computational and applied mathematics, 2009 - Elsevier
In this paper, we propose a modified BFGS (Broyden–Fletcher–Goldfarb–Shanno) method
with nonmonotone line search for unconstrained optimization. Under some mild conditions …

New BFGS method for unconstrained optimization problem based on modified Armijo line search

Z Wan, KL Teo, XL Shen, CM Hu - Optimization, 2014 - Taylor & Francis
In this article, a class of nonconvex unconstrained optimization problems is considered. As
the Armijo line search is less costing in finding a steplength, a new Armijo-type line search …

Global convergence properties of the modified BFGS method associating with general line search model

JG Liu, Q Guo - Journal of Applied Mathematics and Computing, 2004 - Springer
To the unconstrained programme of non-convex function, this article give a modified BFGS
algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for …

[HTML][HTML] The global convergence of a modified BFGS method for nonconvex functions

G Yuan, Z Sheng, B Wang, W Hu, C Li - Journal of Computational and …, 2018 - Elsevier
The standard BFGS method plays an important role among the quasi-Newton algorithms for
constrained/un-constrained optimization problems. However, Dai (2003) constructed a …

The global convergence of the BFGS method with a modified WWP line search for nonconvex functions

G Yuan, P Li, J Lu - Numerical Algorithms, 2022 - Springer
The BFGS method, which has great numerical stability, is one of the quasi-Newton line
search methods. However, the global convergence of the BFGS method with a Wolfe line …

A modified nonmonotone BFGS algorithm for unconstrained optimization

X Li, B Wang, W Hu - Journal of Inequalities and Applications, 2017 - Springer
In this paper, a modified BFGS algorithm is proposed for unconstrained optimization. The
proposed algorithm has the following properties:(i) a nonmonotone line search technique is …

Global convergence of a family of modified BFGS methods under a modified weak-Wolfe–Powell line search for nonconvex functions

S Bojari, MR Eslahchi - 4OR, 2020 - Springer
In this paper, we consider an unconstrained optimization problem and propose a new family
of modified BFGS methods to solve it. As it is known, classic BFGS method is not always …

[HTML][HTML] Global convergence of BFGS and PRP methods under a modified weak Wolfe–Powell line search

G Yuan, Z Wei, X Lu - Applied Mathematical Modelling, 2017 - Elsevier
The BFGS method is one of the most effective quasi-Newton algorithms for optimization
problems. However, its global convergence for general functions is still open. In this paper …

[PDF][PDF] An improved BFGS search direction using exact line search for solving unconstrained optimization problems

AZM Sofi, M Mamat, I Mohd - Applied Mathematical Sciences, 2013 - m-hikari.com
BFGS is one of the Hessian update formula in the well known Quasi-Newton method. In this
paper, we introduced a parametric hybrid search direction for BFGS algorithm using the …