The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients.
Andreas GriewankPublished in: Math. Program. (1991)
Keyphrases
- global convergence
- convergence rate
- global optimum
- globally convergent
- constrained optimization problems
- optimization problems
- convergence analysis
- optimization methods
- convergence speed
- convex relaxation
- global optimization
- newton method
- step size
- convex hull
- optimality conditions
- differential evolution
- line search
- least squares
- convex minimization