Jiafeng Wu
Abstract
A class of modified BFGS algorithm which satisfies the new quasi-Newton equation is proposed in the paper[1],and the global convergence of the algorithm is proved under the condition that the objective function is uniformly convex.In this paper,another proof method of global convergence is given.
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A class of modified BFGS algorithm which satisfies the new quasi-Newton equation is proposed in the paper[1],and the global convergence of the algorithm is proved under the condition that the objective function is uniformly convex.In this paper,another proof method of global convergence is given.
Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Convergence (economics), Mathematics, Function (biology), Class (philosophy), Applied mathematics, Convex function, Quasi-Newton method