The global convergence of the BFGS method with a modified WWP line search for nonconvex functions

DOI10.1007/s11075-022-01265-3zbMath1496.65079OpenAlexW4226531457MaRDI QIDQ2163462

Junyu Lu, Pengyuan Li, Gong Lin Yuan

Publication date: 10 August 2022

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-022-01265-3

zbMATH Keywords

global convergenceBFGS methodline searchnonconvex functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items (2)

Globally convergent conjugate gradient algorithms without the Lipschitz condition for nonconvex optimization ⋮ Convergence analysis of an improved BFGS method and its application in the Muskingum model

Uses Software

• CUTEr
• ve08
• minpack
• CUTE

Cites Work

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