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The global convergence of the BFGS method under a modified Yuan-Wei-Lu line search technique

  • Alireza Hosseini DehmiryEmail author
Original Paper

Abstract

This paper is focused on improving global convergence of the modified BFGS algorithm with Yuan-Wei-Lu line search formula. This improvement has been achieved by presenting a different line search approach and it is proved that the BFGS method with this line search converges globally if the function to be minimized has Lipschitz continuous gradients. The performance of the suggested algorithm is investigated via mathematical analysis and a simulation study.

Keywords

Quasi-Newton method BFGS method Global convergence Unconstrained optimization 

Mathematics Subject Classification (2010)

90C26 

Notes

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of MathematicsVali-e-Asr University of RafsanjanRafsanjanIran

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