Convergence Properties of the BFGS Algoritm
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Publication:4785903
DOI10.1137/S1052623401383455zbMath1036.65052MaRDI QIDQ4785903
Publication date: 5 January 2003
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
unconstrained optimization; global convergence; conjugate gradient method; BFGS method; nonconvex; Wolfe line search; quasi-Newton method; Broyden-Fletcher-Goldfarb-Shanno method
65K05: Numerical mathematical programming methods
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