Advances in Theoretical and Applied Mathematics
  • Year: 2006
  • Volume: 1
  • Issue: 2

A Modified BFGS MethodWithout Line Searches for Nonconvex Unconstrained Optimization

  • Author:
  • Yunhai Xiao1, Zengxin Wei2, Li Zhang3
  • Total Page Count: 14
  • Page Number: 149 to 162

1College of Mathematics and Econometrics, Hunan University, Changsha, Hunan, 410082, P.R. China. E-mail: yunhai816@163.com

2College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, P.R. China. E-mail: zxwei@gxu.edu.cn

3College of Mathematics and Computational Science, Changsha University of Science & Technology, Changsha, Hunan, 410077, P.R. China. E-mail: zl606@tom.com

AMS Mathematics Subject Classification:

Abstract

We proposed a modified BFGS method with so-called fixed steplength strategy. The globally and superlinear convergence are still hold. Preliminary numerical results show that the proposed method is fit for solving the problem where the computation of the objective function is not easy and it is much time saving.

Keywords

Unconstrained optimization, quasi-Newton method, global convergence, superlinear convergence