A globally convergent BFGS method with nonmonotone line search for non-convex minimization
نویسندگان
چکیده
منابع مشابه
A nonmonotone line search method for noisy minimization
is satisfied, where σ is the noise level. Alternatively, the algorithm terminates when the maximum number of 400 ·n function evaluations is exceeded. For each problem, a series of 50 independent runs are conducted. We considered a test run successful if the stopping criterium (1) is satisfied before exceeding the maximal number of function evaluations. To compare the performance of methods from...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2009
ISSN: 0377-0427
DOI: 10.1016/j.cam.2008.10.065