The BFGS method with exact line searches fails for non-convex objective functions (Q1424287)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The BFGS method with exact line searches fails for non-convex objective functions |
scientific article |
Statements
The BFGS method with exact line searches fails for non-convex objective functions (English)
0 references
11 March 2004
0 references
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.
0 references
nonconvex optimization
0 references
BFGS method
0 references
nonconvex objective function
0 references
