Block BFGS methods

W Gao, D Goldfarb - SIAM Journal on Optimization, 2018 - SIAM
We introduce a quasi-Newton method with block updates called block BFGS. We show that
this method, performed with inexact Armijo--Wolfe line searches, converges globally and Q …

Analysis of the BFGS method with errors

Y Xie, RH Byrd, J Nocedal - SIAM Journal on Optimization, 2020 - SIAM
The classical convergence analysis of quasi-Newton methods assumes that function and
gradient evaluations are exact. In this paper, we consider the case when there are …

Quasi-Newton algorithms with updates from the preconvex part of Broyden's family

Y Zhang, RP Tewarson - IMA Journal of Numerical Analysis, 1988 - academic.oup.com
Most popular quasi-Newton methods for unconstrained optimization are from the one-
parameter Broyden's family, especially from a subset of the family: the so-called convex …

Global convergence of a cass of quasi-Newton methods on convex problems

RH Byrd, J Nocedal, YX Yuan - SIAM Journal on Numerical Analysis, 1987 - SIAM
We study the global convergence properties of the restricted Broyden class of quasi-Newton
methods, when applied to a convex objective function. We assume that the line search …

A tool for the analysis of quasi-Newton methods with application to unconstrained minimization

RH Byrd, J Nocedal - SIAM Journal on Numerical Analysis, 1989 - SIAM
The BFGS update formula is shown to have an important property that is independent of the
algorithmic context of the update, and that is relevant to both constrained and unconstrained …

On the global convergence of the BFGS method for nonconvex unconstrained optimization problems

DH Li, M Fukushima - SIAM Journal on Optimization, 2001 - SIAM
This paper is concerned with the open problem of whether the BFGS method with inexact
line search converges globally when applied to nonconvex unconstrained optimization …

[HTML][HTML] The global convergence of a modified BFGS method for nonconvex functions

G Yuan, Z Sheng, B Wang, W Hu, C Li - Journal of Computational and …, 2018 - Elsevier
The standard BFGS method plays an important role among the quasi-Newton algorithms for
constrained/un-constrained optimization problems. However, Dai (2003) constructed a …

On the behavior of Broyden's class of quasi-Newton methods

RH Byrd, DC Liu, J Nocedal - SIAM Journal on Optimization, 1992 - SIAM
This paper analyzes algorithms from the Broyden class of quasi-Newton methods for
nonlinear unconstrained optimization. This class depends on a parameter \phi_k, for which …

Nonsmooth variants of Powell's BFGS convergence theorem

J Guo, AS Lewis - SIAM Journal on Optimization, 2018 - SIAM
The popular BFGS quasi-Newton minimization algorithm under reasonable conditions
converges globally on smooth convex functions. This result was proved by Powell in a …

Analysis of a self-scaling quasi-Newton method

J Nocedal, Y Yuan - Mathematical Programming, 1993 - Springer
We study the self-scaling BFGS method of Oren and Luenberger (1974) for solving
unconstrained optimization problems. For general convex functions, we prove that the …