A Modified Limited Memory BFGS Method for Non-Convex Minimization

Ting Feng Li; Yu Ting Zhang; Sheng Hui Yan

doi:10.4028/www.scientific.net/AMM.530-531.367

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 530-531A Modified Limited Memory BFGS Method for...

A Modified Limited Memory BFGS Method for Non-Convex Minimization

Abstract:

In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses a global convergence property even without convexity assumption on the objective function. The implementations of the algorithm on CUTE test problems are reported, which suggest that a slight improvement has been achieved.

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Periodical:

Applied Mechanics and Materials (Volumes 530-531)

Pages:

367-371

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.530-531.367

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Online since:

February 2014

Authors:

Ting Feng Li*, Yu Ting Zhang, Sheng Hui Yan

Keywords:

Limited Memory BFGS Method, Non-Convex Minimization, Secant Equation

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