A robust BFGS algorithm for unconstrained nonlinear optimization problems
The traditional BFGS algorithm has been proved very efficient. It is convergent for convex non linear optimization problems. However, for non-convex nonlinear optimization problems, it is known that the BFGS algorithm may not be convergent. This paper proposes a robust BFGS algorithm in the sense that the algorithm superlinearly converges to a local minimum under … Read more