The BFGS method with exact line searches fails for non-convex objective functions (Q1424287): Difference between revisions
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Latest revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The BFGS method with exact line searches fails for non-convex objective functions |
scientific article |
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The BFGS method with exact line searches fails for non-convex objective functions (English)
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11 March 2004
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The article deals with the usage of the BFGS method for solving optimization problems with a nonconvex objective function. The main message of this article is that the BFGS method may fail for nonconvex objective functions when the line searches find a global minimizer along the search line. This fact is demonstrated on a relatively simple numerical example with three variables.
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nonconvex optimization
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BFGS method
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nonconvex objective function
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