Convergence analysis of a modified BFGS method on convex minimizations

DOI10.1007/s10589-008-9219-0zbMath1228.90077MaRDI QIDQ711385

Zeng-xin Wei, Gong Lin Yuan

Publication date: 26 October 2010

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-008-9219-0

zbMATH Keywords

unconstrained optimization; global convergence; BFGS method; superlinear convergence; linesearch

Mathematics Subject Classification ID

90C25: Convex programming

Related Items

A BFGS algorithm for solving symmetric nonlinear equations, An active set limited memory BFGS algorithm for bound constrained optimization, A conjugate gradient method with descent direction for unconstrained optimization, A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs, A Modified Hestenes-Stiefel Conjugate Gradient Algorithm for Large-Scale Optimization, A Modified PRP Conjugate Gradient Algorithm with Trust Region for Optimization Problems, A Trust Region Algorithm with Conjugate Gradient Technique for Optimization Problems

Uses Software

• CUTEr
• SifDec
• ve08
• minpack

Cites Work

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