A regularized limited memory BFGS method for nonconvex unconstrained minimization
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The authors propose a regularized limited memory BFGS method for solving nonconvex unconstrained optimization problems. The method is effective when the condition number of Hessian approximations tends to become ill-conditioned. The global convergence of the method is established when the Wolfe-type line search is adopted. The local R-linear convergence of the algorithm is analyzed. The effectiveness of the method is illustrated by some numerical results.
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Cited in
(11)- A new regularized quasi-Newton method for unconstrained optimization
- A regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementations
- Limited memory BFGS method for least squares semidefinite programming with banded structure
- A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
- A regularized Newton method for equality constrained nonconvex optimization
- Handling nonpositive curvature in a limited memory steepest descent method
- Regularization of limited memory quasi-Newton methods for large-scale nonconvex minimization
- A regularized limited memory subspace minimization conjugate gradient method for unconstrained optimization
- A structured L-BFGS method and its application to inverse problems
- A globalization of L-BFGS and the Barzilai-Borwein method for nonconvex unconstrained optimization
- A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems
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