A regularized limited memory BFGS method for nonconvex unconstrained minimization (Q2248965)
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scientific article; zbMATH DE number 6309568
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| English | A regularized limited memory BFGS method for nonconvex unconstrained minimization |
scientific article; zbMATH DE number 6309568 |
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A regularized limited memory BFGS method for nonconvex unconstrained minimization (English)
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27 June 2014
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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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unconstrained optimization
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limited memory BFGS method
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regularization strategy
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global convergence
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0.8961621522903442
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0.8955747485160828
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0.8567971587181091
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0.8267341256141663
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