In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses global convergence propert...In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses global convergence property without convexity assumption on the objective function. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results are reported which illustrate that the proposed method is efficient.展开更多
基金Supported by National Natural Science Foundation of China(Grant11001075,11161003)Post-doctoral Foundation of China grant 20090461094the Natural Science Foundation of Henan Province Eduction Department grant 2010B110004
文摘In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses global convergence property without convexity assumption on the objective function. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results are reported which illustrate that the proposed method is efficient.
