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The BFGS method with exact line searches fails for non-convex objective functions


This work shows that the BFGS method and other methods in the Broyden class, with exact line searches, may fail for non-convex objective functions.

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Correspondence to Walter F. Mascarenhas.

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Mascarenhas, W. The BFGS method with exact line searches fails for non-convex objective functions. Math. Program., Ser. A 99, 49–61 (2004).

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