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Block BFGS Methods

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 نشر من قبل Wenbo Gao
 تاريخ النشر 2016
  مجال البحث
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We introduce a quasi-Newton method with block updates called Block BFGS. We show that this method, performed with inexact Armijo-Wolfe line searches, converges globally and superlinearly under the same convexity assumptions as BFGS. We also show that Block BFGS is globally convergent to a stationary point when applied to non-convex functions with bounded Hessian, and discuss other modifications for non-convex minimization. Numerical experiments comparing Block BFGS, BFGS and gradient descent are presented.



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