The global convergence of the BFGS method with a modified WWP line search for nonconvex functions.
Gonglin YuanPengyuan LiJunyu LuPublished in: Numer. Algorithms (2022)
Keyphrases
- line search
- global convergence
- convergence rate
- objective function
- globally convergent
- step size
- quadratic programming
- global optimum
- cost function
- optimization method
- optimization methods
- linear program
- conjugate gradient
- risk minimization
- dynamic programming
- hybrid algorithm
- global optimization
- optimization problems
- trust region
- np hard