The BFGS method with exact line searches fails for non-convex objective functions

The BFGS method with exact line searches fails for non-convex objective functions

This work shows that the BFGS method and other methods in the Broyden class, with exact line searches, may fail for non-convex objective functions.

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Bibliographische Detailangaben
Veröffentlicht in:Mathematical programming 2004, Vol.99 (1), p.49-61
1. Verfasser: MASCARENHAS, Walter F
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Exact sciences and technology
Mathematical programming
Methods
Operational research and scientific management
Operational research. Management science
Prosecutions
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Beschreibung
Zusammenfassung:This work shows that the BFGS method and other methods in the Broyden class, with exact line searches, may fail for non-convex objective functions.
ISSN:0025-5610
1436-4646
DOI:10.1007/s10107-003-0421-7