A modified BFGS method and its global convergence in nonconvex minimization

DOI10.1016/S0377-0427(00)00540-9zbMath0984.65055MaRDI QIDQ5936068

Masao Fukushima, Dong-hui Li

Publication date: 12 May 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

global convergencenonconvex minimizationBFGS methodsuperlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

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Uses Software

• ve08

Cites Work

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