Title: Nonsmooth Variants of Powell's BFGS Convergence Theorem
Abstract: The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in a landmark 1976 paper: we consider its implications for functions that are not smooth. In particular, an analogous convergence result holds for functions (like the Euclidean norm) whose minimizers are isolated nonsmooth points.
Publication Year: 2018
Publication Date: 2018-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 9
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