Global convergence of a modified limited memory BFGS method for non-convex minimization (Q385195): Difference between revisions

The authors propose a modified limited memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) method for solving large-scale unconstrained optimization problems. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results illustrate the method.

0 references

reviewed by

Hans Benker

0 references

zbMATH Keywords

non-convex minimization

0 references

secant equation

0 references

limited memory BFGS method

0 references

global convergence

0 references

Broyden-Fletcher-Goldfarb-Shanno method

0 references

large-scale unconstrained optimization

0 references

numerical result

0 references

describes a project that uses

L-BFGS

0 references

MaRDI profile type

Publication

0 references

full work available at URL

https://doi.org/10.1007/s10255-013-0233-3

0 references

cites work

A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization

0 references

Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

0 references

CUTE

0 references

Convergence Properties of the BFGS Algoritm

0 references

Benchmarking optimization software with performance profiles.

0 references

A modified BFGS method and its global convergence in nonconvex minimization

0 references

On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems

0 references

On the limited memory BFGS method for large scale optimization

0 references

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

0 references

Updating Quasi-Newton Matrices with Limited Storage

0 references

Q4107408

0 references

New quasi-Newton methods for unconstrained optimization problems

0 references

The superlinear convergence of a modified BFGS-type method for unconstrained optimization

0 references

A limited memory BFGS-type method for large-scale unconstrained optimization

0 references

Local and superlinear convergence of quasi-Newton methods based on modified secant conditions

0 references

A compact limited memory method for large scale unconstrained optimization

0 references

A globally convergent BFGS method for nonconvex minimization without line searches

0 references

New quasi-Newton equation and related methods for unconstrained optimization

0 references

Some descent three-term conjugate gradient methods and their global convergence

0 references

Identifiers

zbMATH Open document ID

1303.65048

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1007/S10255-013-0233-3

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:385195

@@ Property / DOI @@
-.1007/s10255-013-0233-3
@@ Property / DOI: 10.1007/s10255-013-0233-3 / rank @@
-Normal rank
@@ Property / review text @@
+The authors propose a modified limited memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) method for solving large-scale unconstrained optimization problems. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results illustrate the method.
+Normal rank
@@ Property / reviewed by @@
+Hans Benker
@@ Property / reviewed by: Hans Benker / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 65K05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 90C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C06
@@ Property / Mathematics Subject Classification ID: 90C06 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6234966
@@ Property / zbMATH DE Number: 6234966 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-convex minimization
@@ Property / zbMATH Keywords: non-convex minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+secant equation
@@ Property / zbMATH Keywords: secant equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+limited memory BFGS method
@@ Property / zbMATH Keywords: limited memory BFGS method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global convergence
@@ Property / zbMATH Keywords: global convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Broyden-Fletcher-Goldfarb-Shanno method
@@ Property / zbMATH Keywords: Broyden-Fletcher-Goldfarb-Shanno method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large-scale unconstrained optimization
@@ Property / zbMATH Keywords: large-scale unconstrained optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical result
@@ Property / zbMATH Keywords: numerical result / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+L-BFGS
@@ Property / describes a project that uses: L-BFGS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-013-0233-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2399663837
@@ Property / OpenAlex ID: W2399663837 / rank @@
+Normal rank
@@ Property / cites work @@
+A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
+Normal rank
@@ Property / cites work @@
+Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
+Normal rank
@@ Property / cites work @@
+CUTE
@@ Property / cites work: CUTE / 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 @@
+Benchmarking optimization software with performance profiles.
+Normal rank
@@ Property / cites work @@
+A modified BFGS method and its global convergence in nonconvex minimization
+Normal rank
@@ Property / cites work @@
+On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
+Normal rank
@@ Property / cites work @@
+On the limited memory BFGS method for large scale optimization
+Normal rank
@@ Property / cites work @@
+The BFGS method with exact line searches fails for non-convex objective functions
+Normal rank
@@ Property / cites work @@
+Updating Quasi-Newton Matrices with Limited Storage
+Normal rank
@@ Property / cites work @@
+Q4107408
@@ Property / cites work: Q4107408 / rank @@
+Normal rank
@@ Property / cites work @@
+New quasi-Newton methods for unconstrained optimization problems
+Normal rank
@@ Property / cites work @@
+The superlinear convergence of a modified BFGS-type method for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+A limited memory BFGS-type method for large-scale unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Local and superlinear convergence of quasi-Newton methods based on modified secant conditions
+Normal rank
@@ Property / cites work @@
+A compact limited memory method for large scale unconstrained optimization
+Normal rank
@@ Property / cites work @@
+A globally convergent BFGS method for nonconvex minimization without line searches
+Normal rank
@@ Property / cites work @@
+New quasi-Newton equation and related methods for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Some descent three-term conjugate gradient methods and their global convergence
+Normal rank
@@ Property / DOI @@
+.1007/S10255-013-0233-3
@@ Property / DOI: 10.1007/S10255-013-0233-3 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:385195