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

Mathematical Programming volume 99, pages 49–61 (2004)Cite this article

Abstract.

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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Authors and Affiliations

  1. Dept. of Computing and Statistics, ufms, Campo Grande, Brazil

    Walter F. Mascarenhas

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  1. Walter F. Mascarenhas
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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). https://doi.org/10.1007/s10107-003-0421-7

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  • DOI: https://doi.org/10.1007/s10107-003-0421-7

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