Low complexity secant quasi-Newton minimization algorithms for nonconvex functions

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摘要

In this work some interesting relations between results on basic optimization and algorithms for nonconvex functions (such as BFGS and secant methods) are pointed out. In particular, some innovative tools for improving our recent secant BFGS-type and LQN algorithms are described in detail.

论文关键词：51M04,65H20,65F30,90C53,Gnomon,Secant methods,Global convergence,Global optimization

论文评审过程：Received 14 September 2005, Revised 11 July 2006, Available online 28 November 2006.

论文官网地址：https://doi.org/10.1016/j.cam.2006.10.060