Global convergence properties of the modified BFGS method associating with general line search model (Q1885078)
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| Language | Label | Description | Also known as |
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| English | 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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