Global Convergence Analysis of a New Nonmonotone BFGS Algorithm on Convex Objective Functions.
Jiye HanGuanghui LiuPublished in: Comput. Optim. Appl. (1997)
Keyphrases
- objective function
- convergence analysis
- global convergence
- convergence rate
- convex hull
- optimization algorithm
- cost function
- learning algorithm
- optimal solution
- dynamic programming
- simulated annealing
- search space
- particle swarm optimization
- multi objective
- particle swarm optimization algorithm
- global optimum
- stationary points
- machine learning
- optimality conditions
- learning rate
- hybrid algorithm
- feature space
- particle swarm optimization pso
- combinatorial optimization
- model selection
- linear programming