Convergence analysis of a modified BFGS method on convex minimizations

Volume: 47, Issue: 2, Pages: 237 - 255
Published: Oct 1, 2010
Abstract
A modified BFGS method is proposed for unconstrained optimization. The global convergence and the superlinear convergence of the convex functions are established under suitable assumptions. Numerical results show that this method is...
Paper Details
Title
Convergence analysis of a modified BFGS method on convex minimizations
Published Date
Oct 1, 2010
Volume
47
Issue
2
Pages
237 - 255
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