The divergence of the BFGS and Gauss Newton methods (Q463731): Difference between revisions

A general framework is developed for explaining the divergence of line search methods for several examples published recently in the Journal ``Mathematical Programming Series A.''. Using analytical, algebraic and geometric concepts, the similarities of divergence are explained in terms of symmetry groups. With this methodology, examples of the divergence for the Gauss-Newton and BFGS methods are explained. Using Mathematica, the algebra in the examples can be verified in the supplementary material.

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reviewed by

Bülent Karasözen

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zbMATH Keywords

line search

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BFGS methods

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Gauss Newton methods

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divergence

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describes a project that uses

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Convergence of the Iterates of Descent Methods for Analytic Cost Functions

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Q3151174

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Convergence Properties of the BFGS Algoritm

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A generalized sharp Whitney theorem for jets

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Extension of \(C^{m, \omega}\)-smooth functions by linear operators

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On gradients of functions definable in o-minimal structures

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On the divergence of line search methods

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The BFGS method with exact line searches fails for non-convex objective functions

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Newton's iterates can converge to non-stationary points

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Numerical Optimization

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The Newton-Kantorovich Theorem

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Q3313210

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A Comparison of the Existence Theorems of Kantorovich and Moore

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Identifiers

zbMATH Open document ID

1304.49065

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DOI

10.1007/s10107-013-0720-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:463731

@@ Property / review text @@
+A general framework is developed for explaining the divergence of line search methods for several examples published recently in the Journal ``Mathematical Programming Series A.''. Using analytical, algebraic and geometric concepts, the similarities of divergence are explained in terms of symmetry groups. With this methodology, examples of the divergence for the Gauss-Newton and BFGS methods are explained. Using Mathematica, the algebra in the examples can be verified in the supplementary material.
+Normal rank
@@ Property / reviewed by @@
+Bülent Karasözen
@@ Property / reviewed by: Bülent Karasözen / rank @@
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+M37
@@ Property / Mathematics Subject Classification ID: 49M37 / rank @@
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+M15
@@ Property / Mathematics Subject Classification ID: 49M15 / rank @@
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+C30
@@ Property / Mathematics Subject Classification ID: 90C30 / rank @@
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@@ Property / zbMATH DE Number @@
+6357720
@@ Property / zbMATH DE Number: 6357720 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+line search
@@ Property / zbMATH Keywords: line search / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+BFGS methods
@@ Property / zbMATH Keywords: BFGS methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gauss Newton methods
@@ Property / zbMATH Keywords: Gauss Newton methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+divergence
@@ Property / zbMATH Keywords: divergence / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Mathematica
@@ Property / describes a project that uses: Mathematica / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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+W2016351407
@@ Property / OpenAlex ID: W2016351407 / rank @@
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+Q56474753
@@ Property / Wikidata QID: Q56474753 / rank @@
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@@ Property / arXiv ID @@
+.7922
@@ Property / arXiv ID: 1309.7922 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of the Iterates of Descent Methods for Analytic Cost Functions
+Normal rank
@@ Property / cites work @@
+Q3151174
@@ Property / cites work: Q3151174 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Properties of the BFGS Algoritm
@@ Property / cites work: Convergence Properties of the BFGS Algoritm / rank @@
+Normal rank
@@ Property / cites work @@
+A generalized sharp Whitney theorem for jets
@@ Property / cites work: A generalized sharp Whitney theorem for jets / rank @@
+Normal rank
@@ Property / cites work @@
+Extension of \(C^{m, \omega}\)-smooth functions by linear operators
+Normal rank
@@ Property / cites work @@
+On gradients of functions definable in o-minimal structures
+Normal rank
@@ Property / cites work @@
+On the divergence of line search methods
@@ Property / cites work: On the divergence of line search methods / rank @@
+Normal rank
@@ Property / cites work @@
+The BFGS method with exact line searches fails for non-convex objective functions
+Normal rank
@@ Property / cites work @@
+Newton's iterates can converge to non-stationary points
+Normal rank
@@ Property / cites work @@
+Numerical Optimization
@@ Property / cites work: Numerical Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+The Newton-Kantorovich Theorem
@@ Property / cites work: The Newton-Kantorovich Theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q3313210
@@ Property / cites work: Q3313210 / rank @@
+Normal rank
@@ Property / cites work @@
+A Comparison of the Existence Theorems of Kantorovich and Moore
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:463731