The BFGS method with exact line searches fails for non-convex objective functions

From MaRDI portal
Publication:1424287

DOI10.1007/s10107-003-0421-7zbMath1082.90108OpenAlexW1998749910MaRDI QIDQ1424287

Walter F. Mascarenhas

Publication date: 11 March 2004

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0421-7




Related Items (60)

Forward-backward quasi-Newton methods for nonsmooth optimization problemsA limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problemOn local search in d.c. optimization problemsAn inexact-restoration method for nonlinear bilevel programming problemsOn \(q\)-BFGS algorithm for unconstrained optimization problemsQuasi-Newton methods for machine learning: forget the past, just sampleA modified conjugate gradient method based on a modified secant equationOn numerical solving the spherical separability problemA quasi-Newton method with Wolfe line searches for multiobjective optimizationOn iterative algorithm and perturbation analysis for the nonlinear matrix equationThe regularization continuation method with an adaptive time step control for linearly constrained optimization problemsA modified nonmonotone BFGS algorithm for unconstrained optimizationA Modified Non-Monotone BFGS Method for Non-Convex Unconstrained OptimizationInversion study of vertical eddy viscosity coefficient based on an internal tidal model with the adjoint methodA double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimizationNonsmooth optimization via quasi-Newton methodsA double parameter scaled BFGS method for unconstrained optimizationGlobal convergence of a modified limited memory BFGS method for non-convex minimizationNew cautious BFGS algorithm based on modified Armijo-type line searchA simple canonical form for nonlinear programming problems and its useGlobal convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functionsA new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problemsThe projection technique for two open problems of unconstrained optimization problemsCompetitive secant (BFGS) methods based on modified secant relations for unconstrained optimizationGreedy PSB methods with explicit superlinear convergenceMinimizing sequences in a constrained DC optimization problemThe regularization continuation method for optimization problems with nonlinear equality constraintsA perfect example for the BFGS methodA modified secant equation quasi-Newton method for unconstrained optimizationThe divergence of the BFGS and Gauss Newton methodsOn Nesterov's nonsmooth Chebyshev-Rosenbrock functionsTotal pressure losses minimization in turbomachinery cascades using the exact HessianGlobal convergence of a modified BFGS-type method for unconstrained non-convex minimizationA nonmonotone filter line search technique for the MBFGS method in unconstrained optimizationNewton's iterates can converge to non-stationary pointsNonsmooth Variants of Powell's BFGS Convergence TheoremA modified BFGS method and its superlinear convergence in nonconvex minimization with general line search ruleUsing gradient directions to get global convergence of Newton-type methodsGlobal convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimizationAn adaptive scaled BFGS method for unconstrained optimizationA new modified BFGS method for unconstrained optimization problemsA regularized limited memory BFGS method for nonconvex unconstrained minimizationNew BFGS method for unconstrained optimization problem based on modified Armijo line searchConvergence analysis of an improved BFGS method and its application in the Muskingum modelGlobal convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimizationConvergence analysis of a modified BFGS method on convex minimizationsUsing nonlinear functions to approximate a new quasi-Newton method for unconstrained optimization problemsExplicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimizationGlobal convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line searchA limited memory BFGS-type method for large-scale unconstrained optimizationA local search method for optimization problem with d.c. inequality constraintsThe divergence of the barycentric Padé interpolantsA robust multi-batch L-BFGS method for machine learningA globally convergent BFGS method with nonmonotone line search for non-convex minimizationNon-linear data assimilation via trust region optimizationA globally convergent BFGS method for symmetric nonlinear equationsGlobally convergent Newton-type methods for multiobjective optimizationUnnamed ItemA modified BFGS type quasi-Newton method with line search for symmetric nonlinear equations problemsNonsmoothness and a variable metric method




This page was built for publication: The BFGS method with exact line searches fails for non-convex objective functions