A type of modified BFGS algorithm with any rank defects and the local Q-superlinear convergence properties |
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Authors: | Ren-Dong Ge Zun-Quan Xia Guo Qiang |
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Affiliation: | 1. CORA, The School of Science, Dalian Nationalities University, 116600, Dalian, China
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Abstract: | A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper.The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication. |
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