Convergence analysis of a modified BFGS method on convex minimizations

被引：110

作者：

Yuan, Gonglin ^{[1
]}

Wei, Zengxin ^{[1
]}

机构：

[1] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2010年 / 47卷 / 02期

关键词：

BFGS method; Unconstrained optimization; Linesearch; Global convergence; Superlinear convergence; QUASI-NEWTON METHODS; GLOBAL CONVERGENCE; SUPERLINEAR CONVERGENCE; PARTITIONED BFGS; ALGORITHM;

D O I：

10.1007/s10589-008-9219-0

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 [运筹学与控制论]; 120117 [社会管理工程];

摘要：

A modified BFGS method is proposed for unconstrained optimization. The global convergence and the superlinear convergence of the convex functions are established under suitable assumptions. Numerical results show that this method is interesting.

引用

页码：237 / 255

页数：19

共 43 条

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[Anonymous], 2008, COMM APPL NONLINEAR

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[4]

GLOBAL CONVERGENCE OF A CLASS OF QUASI-NEWTON METHODS ON CONVEX PROBLEMS [J].