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

被引:96
|
作者
Mascarenhas, WF [1 ]
机构
[1] Univ Fed Mato Grosso do Sul, Dept Comp & Stat, Campo Grande, Brazil
关键词
D O I
10.1007/s10107-003-0421-7
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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.
引用
下载
收藏
页码:49 / 61
页数:13
相关论文
共 50 条
  • [31] Global Convergence Analysis of a New Nonmonotone BFGS Algorithm on Convex Objective Functions
    Jiye Han
    Guanghui Liu
    Computational Optimization and Applications, 1997, 7 : 277 - 289
  • [32] Collective choice functions on non-convex problems
    Marco Mariotti
    Economic Theory, 2000, 16 : 457 - 463
  • [33] Extension of the Method to Non-convex Angle
    Komech, Alexander
    Merzon, Anatoli
    STATIONARY DIFFRACTION BY WEDGES: METHOD OF AUTOMORPHIC FUNCTIONS ON COMPLEX CHARACTERISTICS, 2019, 2249 : 139 - 148
  • [34] A globally convergent BFGS method for nonconvex minimization without line searches
    Zhang, L
    OPTIMIZATION METHODS & SOFTWARE, 2005, 20 (06): : 737 - 747
  • [35] Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
    Academia Sinica, Beijing, China
    Comput Optim Appl, 3 (277-289):
  • [36] Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
    Han, JY
    Liu, GH
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 1997, 7 (03) : 277 - 289
  • [37] A Non-Convex Zones Identification Method for Non-Linear Non-Convex Constraints Applied to LP
    Huerta Balcazar, Emanuel
    Cerda, Jaime
    Ramirez, Salvador
    2019 IEEE INTERNATIONAL AUTUMN MEETING ON POWER, ELECTRONICS AND COMPUTING (ROPEC 2019), 2019,
  • [38] A new accelerating method for global non-convex quadratic optimization with non-convex quadratic constraints
    Wu, Huizhuo
    Zhang, KeCun
    APPLIED MATHEMATICS AND COMPUTATION, 2008, 197 (02) : 810 - 818
  • [39] Convergence of the steepest descent method with line searches and uniformly convex objective in reflexive Banach spaces
    Gallego, Fernando Andres
    Quintero, John Jairo
    Riano, Juan Carlos
    MATHEMATICAL COMMUNICATIONS, 2015, 20 (02) : 161 - 173
  • [40] Non-convex exact community recovery in stochastic block model
    Peng Wang
    Zirui Zhou
    Anthony Man-Cho So
    Mathematical Programming, 2022, 195 : 1 - 37