The Convergence of BFGS Method with Wolfe Line Search Algorithm

Dr. Eman A. Hussian, Mazin H. Suhhiem

Abstract


In this paper, we discussed  BFGS quasi – Newton method for solving unconstrained optimization problems . we showed the properties of BFGS technique with inexact line search algorithms such as Wolfe line search and backtracking line search . Some theorems that related to convergence of BFGS method have been introduced . Finally , we presented and proved a number of an important theorems that ensure the global convergence of BFGS technique with Wolfe line search algorithm.


Keywords


BFGS method, convex function, Optimization problem, Wolfe conditions, Line search strategy.

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