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most citedOn the convergence of BFGS on a class of piecewise linear non-smooth functions

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math.OC2017★ 2 cited

On the convergence of BFGS on a class of piecewise linear non-smooth functions

Yuchen Xie, Andreas Waechter

The quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) method has proven to be very reliable and efficient for the minimization of smooth objective functions since its inception…