A NEW PROOF FOR THE GLOBAL CONVERGENCE OF THE BFGS METHOD FOR NONCONVEX UNCONSTRAINED MINIMIZATION PROBLEMS
Keywords:
Wolfe type, global convergence, BFGS method, nonconvex unconstrained minimization problemsAbstract
In this paper we give a new proof for the global convergence of the BFGS method for nonconvex unconstrained minimization problems and we prove that the condition of the appropriate method is to satisfy implicitly with inaccurate linear search of Wolfe type. Furthermore, we have checked directly the convergence of the method BFGS with the inaccurate linear search of Wolfe.
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Published
2017-07-31
How to Cite
Degaichia, H., & Boulaaras, S. (2017). A NEW PROOF FOR THE GLOBAL CONVERGENCE OF THE BFGS METHOD FOR NONCONVEX UNCONSTRAINED MINIMIZATION PROBLEMS. Italian Journal of Pure and Applied Mathematics, 37, 469–486. Retrieved from https://journals.uniurb.it/index.php/ijpam/article/view/6786
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Section
Articoli - Forum Editrice
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Copyright (c) 2017 Hakima Degaichia, Salah Boulaaras
This work is licensed under a Creative Commons Attribution 4.0 International License.
L'opera è pubblicata sotto Licenza Creative Commons Attribuzione 4.0 Internazionale (CC-BY)
