Convergence analysis of a modified BFGS method on convex minimizations

Authors:
Gonglin Yuan;Zengxin Wei
Affiliations:
College of Mathematics and Information Science, Guangxi University, Nanning, P.R. China 530004;College of Mathematics and Information Science, Guangxi University, Nanning, P.R. China 530004
Venue:
Computational Optimization and Applications
Year:
2010

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Abstract

A modified BFGS method is proposed for unconstrained optimization. The global convergence and the superlinear convergence of the convex functions are established under suitable assumptions. Numerical results show that this method is interesting.