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Convergence analysis of a modified BFGS method on convex minimizations

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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 interesting.

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Authors and Affiliations

  1. College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, P.R. China

    Gonglin Yuan & Zengxin Wei

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  1. Gonglin Yuan
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  2. Zengxin Wei
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Correspondence to Gonglin Yuan.

Additional information

The work is supported China (10761001) and the Scientific Research Foundation of Guangxi University (Grant No. X081082).

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Yuan, G., Wei, Z. Convergence analysis of a modified BFGS method on convex minimizations. Comput Optim Appl 47, 237–255 (2010). https://doi.org/10.1007/s10589-008-9219-0

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  • DOI: https://doi.org/10.1007/s10589-008-9219-0

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