A modified BFGS method and its global convergence in nonconvex minimization (Q5936068)
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scientific article; zbMATH DE number 1612929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified BFGS method and its global convergence in nonconvex minimization |
scientific article; zbMATH DE number 1612929 |
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A modified BFGS method and its global convergence in nonconvex minimization (English)
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12 May 2002
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BFGS method
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global convergence
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superlinear convergence
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nonconvex minimization
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A modification of the BFGS method for unconstrained optimization is proposed. The authors study the following unconstrained optimization problem: \(\min f(x)\), \(x\in\mathbb{R}^n\), where \(f: \mathbb{R}^n\to \mathbb{R}\) is continuously differentiable function. The objective function \(f\) has Lischitz continuous gradients.NEWLINENEWLINENEWLINEMain result: The authors show (the precise proofs are given) a global convergence property even without convexity assumption on the objective function. Under certain conditions superlinear convergence of the proposed method is presented.
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