Global convergence of a modified limited memory BFGS method for non-convex minimization

DOI10.1007/s10255-013-0233-3zbMath1303.65048OpenAlexW2399663837MaRDI QIDQ385195

Yun-hai Xiao, Ting-feng Li, Zeng-xin Wei

Publication date: 2 December 2013

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-013-0233-3

zbMATH Keywords

global convergencenon-convex minimizationnumerical resultlarge-scale unconstrained optimizationsecant equationlimited memory BFGS methodBroyden-Fletcher-Goldfarb-Shanno method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (4)

A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem ⋮ Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions ⋮ A limited memory \(q\)-BFGS algorithm for unconstrained optimization problems ⋮ Two-phase quasi-Newton method for unconstrained optimization problem

Uses Software

• L-BFGS

Cites Work

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