Global convergence of a modified limited memory BFGS method for non-convex minimization (Q385195)
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scientific article; zbMATH DE number 6234966
| Language | Label | Description | Also known as |
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| English | Global convergence of a modified limited memory BFGS method for non-convex minimization |
scientific article; zbMATH DE number 6234966 |
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Global convergence of a modified limited memory BFGS method for non-convex minimization (English)
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2 December 2013
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The authors propose a modified limited memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) method for solving large-scale unconstrained optimization problems. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results illustrate the method.
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non-convex minimization
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secant equation
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limited memory BFGS method
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global convergence
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Broyden-Fletcher-Goldfarb-Shanno method
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large-scale unconstrained optimization
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numerical result
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