Mathematical Theory and Applications ›› 2018, Vol. 38 ›› Issue (3-4): 93-100.
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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
Chen Fei. A New Perturbed BFGS Method for Unconstrained Optimization Problems[J]. Mathematical Theory and Applications, 2018, 38(3-4): 93-100.
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https://mta.csu.edu.cn/EN/Y2018/V38/I3-4/93
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