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A globally convergent BFGS method for nonconvex minimization without line searches.

Authors :
Zhang, Li
Source :
Optimization Methods & Software; Dec2005, Vol. 20 Issue 6, p737-747, 11p
Publication Year :
2005

Abstract

In this paper, by using a so-called fixed steplength strategy, we propose a BFGS method without use of line searches for unconstrained optimization. Under mild conditions, we show the global and superlinear convergence of the proposed method even when the objective function is nonconvex. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10556788
Volume :
20
Issue :
6
Database :
Complementary Index
Journal :
Optimization Methods & Software
Publication Type :
Academic Journal
Accession number :
19235948
Full Text :
https://doi.org/10.1080/10556780500065499