| Article ID: | iaor19981458 |
| Country: | Netherlands |
| Volume: | 7 |
| Issue: | 3 |
| Start Page Number: | 277 |
| End Page Number: | 289 |
| Publication Date: | May 1997 |
| Journal: | Computational Optimization and Applications |
| Authors: | Han Jiye, Liu Guanghui |
In this paper, a new nonmonotone Broyden–Fletcher–Goldfarb–Shanno algorithm for unconstrained optimization is introduced. Under mild conditions, the global convergence of this new algorithm on convex functions is proved. Some numerical experiments show that this new nonmonotone BFGS algorithm is competitive to the BFGS algorithm.