Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions.
S. BojariM. R. EslahchiPublished in: 4OR (2020)
Keyphrases
- line search
- global convergence
- optimization methods
- conjugate gradient
- convergence analysis
- globally convergent
- convergence rate
- objective function
- convergence speed
- step size
- global optimum
- quadratic programming
- convex minimization
- optimization problems
- risk minimization
- linear program
- genetic algorithm
- simulated annealing
- wavelet transform
- convex optimization
- genetic programming
- maximum likelihood estimation
- primal dual
- linear programming problems
- computational intelligence
- search space