Abstract
In this paper, we propose a modified scaling BFGS method for unconstrained minimization. A remarkable feature of the proposed method is that it can improve the performance of the BFGS method and possesses a global convergence property without convexity assumption on the objective function. Under certain assumptions, we also establish superlinear convergence of the method. Finally we show numerical results.
Funding Statement
The second author is supported in part by the Grant-in-Aid for Scientific Research (C) 25330030 of Japan Society for the Promotion of Science.
Acknowledgments
The authors would like to thank the referee for valuable comments.
Citation
Kiyohisa Sugasawa. Hiroshi Yabe. "A modified scaling BFGS method for nonconvex minimization." SUT J. Math. 49 (1) 47 - 78, January 2013. https://doi.org/10.55937/sut/1378306000
Information
