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Convergence analysis of a modified BFGS method on convex minimizations

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  • Gonglin Yuan
  • Zengxin Wei

Abstract

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Suggested Citation

  • Gonglin Yuan & Zengxin Wei, 2010. "Convergence analysis of a modified BFGS method on convex minimizations," Computational Optimization and Applications, Springer, vol. 47(2), pages 237-255, October.
  • Handle: RePEc:spr:coopap:v:47:y:2010:i:2:p:237-255
    DOI: 10.1007/s10589-008-9219-0
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    Citations

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    Cited by:

    1. S. Bojari & M. R. Eslahchi, 2020. "Global convergence of a family of modified BFGS methods under a modified weak-Wolfe–Powell line search for nonconvex functions," 4OR, Springer, vol. 18(2), pages 219-244, June.
    2. Gonglin Yuan & Xiabin Duan & Wenjie Liu & Xiaoliang Wang & Zengru Cui & Zhou Sheng, 2015. "Two New PRP Conjugate Gradient Algorithms for Minimization Optimization Models," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-24, October.
    3. Yong Li & Gonglin Yuan & Zhou Sheng, 2018. "An active-set algorithm for solving large-scale nonsmooth optimization models with box constraints," PLOS ONE, Public Library of Science, vol. 13(1), pages 1-16, January.
    4. Zexian Liu & Hongwei Liu, 2019. "An Efficient Gradient Method with Approximately Optimal Stepsize Based on Tensor Model for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 608-633, May.
    5. Gonglin Yuan & Zhou Sheng & Wenjie Liu, 2016. "The Modified HZ Conjugate Gradient Algorithm for Large-Scale Nonsmooth Optimization," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-15, October.
    6. Gonglin Yuan & Xiaoliang Wang & Zhou Sheng, 2020. "The Projection Technique for Two Open Problems of Unconstrained Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 590-619, August.
    7. Neculai Andrei, 2018. "A Double-Parameter Scaling Broyden–Fletcher–Goldfarb–Shanno Method Based on Minimizing the Measure Function of Byrd and Nocedal for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 178(1), pages 191-218, July.
    8. Qi Tian & Xiaoliang Wang & Liping Pang & Mingkun Zhang & Fanyun Meng, 2021. "A New Hybrid Three-Term Conjugate Gradient Algorithm for Large-Scale Unconstrained Problems," Mathematics, MDPI, vol. 9(12), pages 1-13, June.

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