On the Global Convergence of BFGS Method for Minimizing Nonconvex Function

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On the Global Convergence of BFGS Method for Minimizing Nonconvex Function

Author:

Li Donghui
Li Donghui

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Abstract:

We give a simple modification to BFGS method,which is used to solve nonconvex minimization problem,and global convergence is proved.

Key words:variable metric method,linear search,global convergence,

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