A modified nonmonotone BFGS algorithm for unconstrained optimization

摘要

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 αk 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.