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13-07-2019 | Original Paper | Issue 2/2020

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

Journal:: Numerical Algorithms > Issue 2/2020

Author:: Alireza Hosseini Dehmiry

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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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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
DOI: https://doi.org/10.1007/s11075-019-00779-7
Publisher: Springer US
Journal: Numerical Algorithms
Issue 2/2020
Print ISSN: 1017-1398
Electronic ISSN: 1572-9265

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