Global convergence of a modified limited memory BFGS method for non-convex minimization (Q385195): Difference between revisions
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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. | |||
| 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Hans Benker / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C06 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6234966 / rank | |||
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| Property / zbMATH Keywords | |||
non-convex minimization | |||
| Property / zbMATH Keywords: non-convex minimization / rank | |||
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| Property / zbMATH Keywords | |||
secant equation | |||
| Property / zbMATH Keywords: secant equation / rank | |||
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| Property / zbMATH Keywords | |||
limited memory BFGS method | |||
| Property / zbMATH Keywords: limited memory BFGS method / rank | |||
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| Property / zbMATH Keywords | |||
global convergence | |||
| Property / zbMATH Keywords: global convergence / rank | |||
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| Property / zbMATH Keywords | |||
Broyden-Fletcher-Goldfarb-Shanno method | |||
| Property / zbMATH Keywords: Broyden-Fletcher-Goldfarb-Shanno method / rank | |||
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| Property / zbMATH Keywords | |||
large-scale unconstrained optimization | |||
| Property / zbMATH Keywords: large-scale unconstrained optimization / rank | |||
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| Property / zbMATH Keywords | |||
numerical result | |||
| Property / zbMATH Keywords: numerical result / rank | |||
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Revision as of 12:41, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global convergence of a modified limited memory BFGS method for non-convex minimization |
scientific article |
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Global convergence of a modified limited memory BFGS method for non-convex minimization (English)
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2 December 2013
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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.
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non-convex minimization
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secant equation
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limited memory BFGS method
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global convergence
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Broyden-Fletcher-Goldfarb-Shanno method
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large-scale unconstrained optimization
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numerical result
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