A robust BFGS algorithm for unconstrained nonlinear optimization problems

DOI10.1080/02331934.2022.2124869MaRDI QIDQ6151643zbMATH OpenFDO

Authors Ya-Guang Yang

Publication date 11 March 2024

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2022.2124869

zbMATH Keywords

global convergencerobust BFGS algorithmsuperlinear convergenceunconstrained optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited in

(5)

• Global convergence of a cautious projection BFGS algorithm for nonconvex problems without gradient Lipschitz continuity
• A unified framework for solving ill-posed problems using regularized conjugate gradient, Broyden-Fletcher-Goldfarb-Shanno (BFGS), and limited-memory BFGS
• A projected hybridization of the Hestenes-Stiefel and Dai-Yuan conjugate gradient methods with application to nonnegative matrix factorization
• Integration of adaptive projection BFGS and inertial extrapolation step for nonconvex optimization problems and its application in machine learning
• A globalization of L-BFGS and the Barzilai-Borwein method for nonconvex unconstrained optimization

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