The global convergence of the BFGS method with a modified WWP line search for nonconvex functions |
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| Authors: | Yuan Gonglin Li Pengyuan Lu Junyu |
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| Institution: | 1.College of Mathematics and Information Science, Center for Applied Mathematical of Guangxi, Guangxi University, Nanning, Guangxi, People’s Republic of China
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| Abstract: | Numerical Algorithms - The BFGS method, which has great numerical stability, is one of the quasi-Newton line search methods. However, the global convergence of the BFGS method with a Wolfe line... |
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