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| Ji-Wei Zhang and Jin-Ping Zeng | ||||||||
| Key words: | ||||||||
| BFGS method, global convergence, superlinear convergence | ||||||||
| Mathematices Subject Classification: 90C53, 65K05 | ||||||||
|
||||||||
| Ji-Wei Zhang and Jin-Ping Zeng | ||||||||
| Key words: | ||||||||
| BFGS method, global convergence, superlinear convergence | ||||||||
| Mathematices Subject Classification: 90C53, 65K05 | ||||||||
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| Abstract: | ||||
| In this paper, we propose a modified BFGS method (mBFGS) for unconstrained optimization. This method possesses global convergence property without convexity assumption on the objective function. Under certain conditions, we establish the superlinear convergence of the method. | ||||
| Analysis of a quasi-Newton method for unconstrained optimization | ||
| Special Issue on Conjugate Gradient and Quasi-Newton Methods for Nonlinear Optimization | |||
| Volume 2, Number 1, January 2006, pp. 135-147 | |||