Convergence of BFGS Algorithm on Nonconvex Functions for Optimization
Author(s): DACHUAN XU
Pages: 71-74
Year: 2000 Issue: 2
Journal: OPERATIONS RESEARCH TRANSACTIONS
Keyword: convergence; BFGS algorithm; optimization; Wolfe line search;
Abstract: The BFGS algorithm is one of the most famous numerical algorithms for unconstrained optimization. It is an open question whether BFGS algorithm on nonconvex function is globally convergent. In this paper, we propose a sufficient condition for the convergence of the BFGS algorithm with Wolfe line search on nonconvex objective function.
Pages: 71-74
Year: 2000 Issue: 2
Journal: OPERATIONS RESEARCH TRANSACTIONS
Keyword: convergence; BFGS algorithm; optimization; Wolfe line search;
Abstract: The BFGS algorithm is one of the most famous numerical algorithms for unconstrained optimization. It is an open question whether BFGS algorithm on nonconvex function is globally convergent. In this paper, we propose a sufficient condition for the convergence of the BFGS algorithm with Wolfe line search on nonconvex objective function.
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