A modified BFGS method and its global convergence in nonconvex minimization
نویسندگان
چکیده
منابع مشابه
A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
We propose an algorithm for solving nonsmooth, nonconvex, constrained optimization problems as well as a new set of visualization tools for comparing the performance of optimization algorithms. Our algorithm is a sequential quadratic optimization method that employs BFGS quasi-Newton Hessian approximations and an exact penalty function whose parameter is controlled using a steering strategy. We...
متن کاملOn the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
This paper is concerned with the open problem whether BFGS method with inexact line search converges globally when applied to nonconvex unconstrained optimization problems. We propose a cautious BFGS update and prove that the method with either Wolfe-type or Armijo-type line search converges globally if the function to be minimized has Lipschitz continuous gradients.
متن کاملConvergence analysis of a modified BFGS method on convex minimizations
A modified BFGS method is proposed for unconstrained optimization. The global convergence and the superlinear convergence of the convex functions are established under suitable assumptions. Numerical results show that this method is interesting.
متن کاملModify the linear search formula in the BFGS method to achieve global convergence.
<span style="color: #333333; font-family: Calibri, sans-serif; font-size: 13.3333px; font-style: normal; font-variant-ligatures: normal; font-variant-caps: normal; font-weight: 400; letter-spacing: normal; orphans: 2; text-align: justify; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: #ffffff; text-dec...
متن کاملModified frame algorithm and its convergence acceleration by Chebyshev method
The aim of this paper is to improve the convergence rate of frame algorithm based on Richardson iteration and Chebyshev methods. Based on Richardson iteration method, we first square the existing convergence rate of frame algorithm which in turn the number of iterations would be bisected and increased speed of convergence is achieved. Afterward, by using Chebyshev polynomials, we improve this s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2001
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(00)00540-9