New BFGS method for unconstrained optimization problem based on modified Armijo line search

In this article, a class of nonconvex unconstrained optimization problems is considered. As the Armijo line search is less costing in finding a steplength, a new Armijo-type line search (called WALS) with desirable features of the Wolfe condition is employed in the proposed modified BFGS method. A n...

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Bibliographic Details
Main Authors: Wan, Zhong, Teo, Kok Lay, Shen, Xianlong, Hu, Chaoming
Format: Journal Article
Published: Taylor & Francis Ltd. 2012
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/40536