A globally convergent BFGS method for nonconvex minimization without line searches
In this paper, by using a so-called fixed steplength strategy, we propose a BFGS method without use of line searches for unconstrained optimization. Under mild conditions, we show the global and superlinear convergence of the proposed method even when the objective function is nonconvex.
global convergence bfgs method nonconvex minimization superlinear convergence