Adaptive scaling damped BFGS method without gradient Lipschitz continuity
Gonglin Yuan, Mengxiang Zhang, Yingjie Zhou
Topics & Concepts
Broyden–Fletcher–Goldfarb–Shanno algorithmLipschitz continuityQuasi-Newton methodLine searchMathematicsConvergence (economics)Mathematical optimizationScalingApplied mathematicsRate of convergenceComputer scienceNewton's methodMathematical analysisNonlinear systemGeometryRADIUSChannel (broadcasting)Computer networkEconomicsQuantum mechanicsComputer securityAsynchronous communicationEconomic growthPhysicsAdvanced Optimization Algorithms ResearchSparse and Compressive Sensing TechniquesOptimization and Variational Analysis