Global convergence of a modified BFGS-type method for unconstrained non-convex minimization

DOI10.1007/BF02832321zbMath1128.65040OpenAlexW2067207573MaRDI QIDQ2454986

Qiang Guo, Jian-guo Liu

Publication date: 22 October 2007

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02832321

zbMATH Keywords

global convergencequasi-Newton iterationnonconvex programmingBroyden-Fletcher-Goldfarb-Shanno (BFGS) algorithmline search model

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Related Items (3)

Derivative-free simulated annealing and deflecting function technique for global optimization ⋮ A Newton-like trust region method for large-scale unconstrained nonconvex minimization ⋮ A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations

Cites Work

• Unnamed Item
• Unnamed Item
• Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
• An SQP-type method and its application in stochastic programs
• The BFGS method with exact line searches fails for non-convex objective functions
• An ABS algorithm for solving singular nonlinear systems with rank defects.
• The superlinear convergence of a modified BFGS-type method for unconstrained optimization
• Global convergence properties of the modified BFGS method associating with general line search model
• An effective algorithm for minimization
• Minimization of functions having Lipschitz continuous first partial derivatives
• Quasi-Newton Methods, Motivation and Theory
• Convergence Conditions for Ascent Methods
• Variable metric methods of minimisation

This page was built for publication: Global convergence of a modified BFGS-type method for unconstrained non-convex minimization