Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/33502
Title: A nonmonotone filter barzilai-borwein method for optimization
Authors: Zhang, Y
Sun, W
Qi, L 
Keywords: Barzilai-borwein method
Filter method
Global convergence
Nonmonotone linesearch
Unconstrained optimization
Watchdog technique
Issue Date: 2010
Publisher: World Scientific
Source: Asia-Pacific journal of operational research, 2010, v. 27, no. 1, p. 55-69 How to cite?
Journal: Asia-Pacific journal of operational research 
Abstract: In this paper we present a new globalization strategy of the Barzilai-Borwein gradient method for large scale unconstrained optimization. Based on the filter technique introduced by Fletcher and Leyffer, a modified Barzilai-Borwein method is presented. We prove the global convergence of this method. Extensive numerical results on a set of CUTEr test problems show that the proposed method is competitive.
URI: http://hdl.handle.net/10397/33502
ISSN: 0217-5959
EISSN: 1793-7019
DOI: 10.1142/S0217595910002582
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