Mathematical Theory and Applications ›› 2018, Vol. 38 ›› Issue (3-4): 93-100.

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A New Perturbed BFGS Method for Unconstrained Optimization Problems

  

  • Online:2018-12-30 Published:2020-09-21

Abstract:  Based on the idea of constrained optimization and the BFGS method in unconstrained optimization,this paper presents a new perturbed BFGS method for the unconstrained optimization.We prove that the proposed method has global convergence for nonconvex optimization problems.Numerical results show that this method is efficient. 


Key words: Perturbation, BFGS method, Global convergence