Global convergence properties of the modified BFGS method associating with general line search model (Q1885078)

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Global convergence properties of the modified BFGS method associating with general line search model
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    Global convergence properties of the modified BFGS method associating with general line search model (English)
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    28 October 2004
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    The aim of this article is to design an algorithm for searching the global optimal solution of a non-convex unconstrained optimization problem, by modifying the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method. Under suitable assumptions, global convergence properties of the proposed method are established, which ensure a high rate of convergence, illustrated by numerical experiments.
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    non-convex programming
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    BFGS-type method
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    approximate Hessian
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    global convergence
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    general line search
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    Broyden-Fletcher-Goldfarb-Shanno method
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    numerical experiments
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