Global Convergence Of The Partitioned BFGS Algorithm For Convex Partially Separable Optimization.

    Research output: Contribution to journalArticlepeer-review

    Abstract

    Global convergence is proved for a partitioned BFGS algorithm, when applied on a partially separable problem with a convex decomposition. This case covers a known practical optimization method for large dimensional unconstrained problems. Inexact solution of the linear system defining the search direction and variants of the steplength rule are also shown to be acceptable without affecting the global convergence properties.
    Original languageEnglish
    Pages (from-to)290-306
    Number of pages17
    JournalMathematical Programming
    Volume36
    Issue number3
    Publication statusPublished - 1 Dec 1986

    Fingerprint Dive into the research topics of 'Global Convergence Of The Partitioned BFGS Algorithm For Convex Partially Separable Optimization.'. Together they form a unique fingerprint.

    Cite this