| Article ID: | iaor20051139 |
| Country: | Germany |
| Volume: | 99 |
| Issue: | 1 |
| Start Page Number: | 49 |
| End Page Number: | 61 |
| Publication Date: | Jan 2004 |
| Journal: | Mathematical Programming |
| Authors: | Mascarenhas W.F. |
This work shows that the BFGS method and other methods in the Broyden class, with exact line searches, may fail for non-convex objective functions.