A modified BFGS method and its superlinear convergence in nonconvex minimization with general line search rule

DOI10.1007/S12190-008-0117-5MaRDI QIDQ949372zbMATH OpenOpenAlexFDO

Authors Qiang Guo, Danhong Wang, Jian-guo Liu

Publication date 21 October 2008

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

Full work available at URL https://doi.org/10.1007/s12190-008-0117-5

zbMATH Keywords

global convergenceunconstrained optimizationline searchsuper-linear convergenceBroyden-Fletcher-Goldfarb-Shanno (BFGS) methodmodified BFGS

Mathematics Subject Classification ID

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

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Cited in

(13)

• A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations
• Block BFGS methods
• A modified BFGS algorithm based on a hybrid secant equation
• Smoothing method for minimizing the sum of therlargest functions
• Two effective hybrid conjugate gradient algorithms based on modified BFGS updates
• New investigation for the Liu-Story scaled conjugate gradient method for nonlinear optimization
• A modified two-point stepsize gradient algorithm for unconstrained minimization
• scientific article; zbMATH DE number 6313100 (Why is no real title available?)
• Global convergence of a modified BFGS-type method for unconstrained non-convex minimization
• Global convergence properties of the modified BFGS method associating with general line search model
• The BFGS method with exact line searches fails for non-convex objective functions
• A modified scaling BFGS method for nonconvex minimization
• A new hybrid conjugate gradient method for large-scale unconstrained optimization problem with non-convex objective function

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