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The BFGS method with exact line searches fails for non-convex objective functions

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Abstract.

This work shows that the BFGS method and other methods in the Broyden class, with exact line searches, may fail for non-convex objective functions.

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Authors and Affiliations

  1. Dept. of Computing and Statistics, ufms, Campo Grande, Brazil

    Walter F. Mascarenhas

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  1. Walter F. Mascarenhas
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Correspondence to Walter F. Mascarenhas.

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Mascarenhas, W. The BFGS method with exact line searches fails for non-convex objective functions. Math. Program., Ser. A 99, 49–61 (2004). https://doi.org/10.1007/s10107-003-0421-7

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  • DOI: https://doi.org/10.1007/s10107-003-0421-7

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