On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
نویسندگان
چکیده
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.
منابع مشابه
Modify the linear search formula in the BFGS method to achieve global convergence.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 11 شماره
صفحات -
تاریخ انتشار 2001