Analysis of the BFGS Method with Errors
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Abstract (arXiv)
The classical convergence analysis of quasi-Newton methods assumes that the function and gradients employed at each iteration are exact. In this paper, we consider the case when there are (bounded) errors in both computations and establish conditions under which a slight modification of the BFGS algorithm with an Armijo-Wolfe line search converges to a neighborhood of the solution that is determined by the size of the errors. One of our results is an extension of the analysis presented in Byrd, R. H., & Nocedal, J. (1989), which establishes that, for strongly convex functions, a fraction of the BFGS iterates are good iterates. We present numerical results illustrating the performance of the new BFGS method in the presence of noise.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). First posted on arXiv 25 Jan 2019.
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Citing papers per year: 2021: 2; 2022: 1; 2023: 0; 2024: 0; 2025: 1; 2026: 1.
5 papers.
- 2021Adaptive Sampling Quasi-Newton Methods for Zeroth-Order Stochastic Optimizationcited by 4
- 2021Quasi-Newton Quasi-Monte Carlo for variational Bayescited by 2
- 2025Diffusion differentiable resamplingcited by 2
- 2022An Efficient Nonlinear Acceleration method that Exploits Symmetry of the Hessiancited by 0
- 2026Curvature-aware dynamic precision approach for physics-informed neural networkscited by 0
- 2026Curvature-aware dynamic precision approach for physics-informed neural networks3 Jun 2026
- 2025Diffusion differentiable resampling11 Dec 2025
- 2022An Efficient Nonlinear Acceleration method that Exploits Symmetry of the Hessian22 Oct 2022
- 2021Adaptive Sampling Quasi-Newton Methods for Zeroth-Order Stochastic Optimization24 Sep 2021
- 2021Quasi-Newton Quasi-Monte Carlo for variational Bayes7 Apr 2021