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 used to obtain the step size [Formula: see text] to improve the effectiveness of the algorithm; (ii) the algorithm possesses not only global convergence but also superlinear convergence for generally convex functions; (iii) the algorithm produces better numerical results than those of the normal BFGS method.
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| http://dx.doi.org/10.1186/s13660-017-1453-5 | DOI Listing |
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