𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The BFGS method with exact line searches fails for non-convex objective functions

✍ Scribed by Walter F. Mascarenhas


Book ID
106275315
Publisher
Springer-Verlag
Year
2004
Tongue
English
Weight
259 KB
Volume
99
Category
Article
ISSN
0025-5610

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A globally convergent BFGS method with n
✍ Yunhai Xiao; Huijuan Sun; Zhiguo Wang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 626 KB

## a c t In this paper, we propose a modified BFGS (Broyden-Fletcher-Goldfarb-Shanno) method with nonmonotone line search for unconstrained optimization. Under some mild conditions, we show that the method is globally convergent without a convexity assumption on the objective function. We also repo

A gradient-only line search method for t
✍ J. A. Snyman πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 100 KB

A new implementation of the conjugate gradient method is presented that economically overcomes the problem of severe numerical noise superimposed on an otherwise smooth underlying objective function of a constrained optimization problem. This is done by the use of a novel gradient-only line search t