Abstract
In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses global convergence property without convexity assumption on the objective function. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results are reported which illustrate that the proposed method is efficient.
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Supported by National Natural Science Foundation of China (Grant 11001075, 11161003), Post-doctoral Foundation of China grant 20090461094, and the Natural Science Foundation of Henan Province Eduction Department grant 2010B110004.
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Xiao, Yh., Li, Tf. & Wei, Zx. Global convergence of a modified limited memory BFGS method for non-convex minimization. Acta Math. Appl. Sin. Engl. Ser. 29, 555–566 (2013). https://doi.org/10.1007/s10255-013-0233-3
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DOI: https://doi.org/10.1007/s10255-013-0233-3