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Published in: Numerical Algorithms 2/2020

13-07-2019 | Original Paper

The global convergence of the BFGS method under a modified Yuan-Wei-Lu line search technique

Author: Alireza Hosseini Dehmiry

Published in: Numerical Algorithms | Issue 2/2020

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Abstract

This paper is focused on improving global convergence of the modified BFGS algorithm with Yuan-Wei-Lu line search formula. This improvement has been achieved by presenting a different line search approach and it is proved that the BFGS method with this line search converges globally if the function to be minimized has Lipschitz continuous gradients. The performance of the suggested algorithm is investigated via mathematical analysis and a simulation study.

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Metadata
Title
The global convergence of the BFGS method under a modified Yuan-Wei-Lu line search technique
Author
Alireza Hosseini Dehmiry
Publication date
13-07-2019
Publisher
Springer US
Published in
Numerical Algorithms / Issue 2/2020
Print ISSN: 1017-1398
Electronic ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-019-00779-7

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