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Convergence Analysis of an Improved BFGS Method and Its Application in the Muskingum Model

Author

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  • Tianshan Yang
  • Pengyuan Li
  • Xiaoliang Wang

Abstract

The BFGS method is one of the most effective quasi-Newton algorithms for minimization-optimization problems. In this paper, an improved BFGS method with a modified weak Wolfe–Powell line search technique is used to solve convex minimization problems and its convergence analysis is established. Seventy-four academic test problems and the Muskingum model are implemented in the numerical experiment. The numerical results show that our algorithm is comparable to the usual BFGS algorithm in terms of the number of iterations and the time consumed, which indicates our algorithm is effective and reliable.

Suggested Citation

  • Tianshan Yang & Pengyuan Li & Xiaoliang Wang, 2020. "Convergence Analysis of an Improved BFGS Method and Its Application in the Muskingum Model," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-9, August.
    • Handle: RePEc:hin:jnlmpe:4519274
    DOI: 10.1155/2020/4519274
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