ScholarLens Back to search
2009•Journal of Southwest UniversityRequires access

Local Q-superlinear Convergence of a Modified BFGS Algorithm

Zheng Fa-mei, Liu Huihui .mathematicsdepartmentofhuaiyinteacherscollege, Huaian Jiangsu, Mathematics Departmentofnanjinguniversityofscienceandtechnology, Nanjing

Open publisher page 0 citations

Abstract

In this paper,we present a more general modified BFGS(MBFGS)method based on the new quasi-Newton equation Hiroshi Yabe proposed.Under some suitable conditions,we prove local q-superlinear convergence of our method with Wolfe linear search.Meanwhile,numerical experiment results also show that compared with the generally used method,our modified BFGS presented is correct and efficient for unconstrained optimization.

About this research paper

What this paper is about

In this paper,we present a more general modified BFGS(MBFGS)method based on the new quasi-Newton equation Hiroshi Yabe proposed.Under some suitable conditions,we prove local q-superlinear convergence of our method with Wolfe linear search.Meanwhile,numerical experiment results also show that compared with the generally used method,our modified BFGS presented is correct and efficient for unconstrained optimization.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In this paper,we present a more general modified BFGS(MBFGS)method based on the new quasi-Newton equation Hiroshi Yabe proposed.Under some suitable conditions,we prove local q-superlinear convergence of our method with Wolfe linear search.Meanwhile,numerical experiment results also show that compared with the generally used method,our modified BFGS presented is correct and efficient for unconstrained optimization.

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Convergence (economics), Mathematics, Applied mathematics, Algorithm, Quasi-Newton method, Mathematical optimization, Computer science

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Local Q-superlinear Convergence of a Modified BFGS Algorithm — Research Paper | ScholarLens