Work

BFGS can converge to non-Clarke-stationary points with positive probability

Year: 2026
Type: preprint
Abstract: We construct a coercive, locally Lipschitz, semialgebraic function on $\mathbb R^2$ for which BFGS with Armijo--Wolfe line search converges to a non-Clarke-stationary point from a nonempty open set of initial points and inverse-Hessian estimates. This disproves the almost-sure stationarity assertion in the 2013 challenge of Lewis and Overton. The construction and proof combine analytical arguments with computer-assisted verification of explicit inequalities.
Author: Lai, Lexiao
Language: English
Open Access status: green
OpenAlex ID: W7223959273
Cites: 3
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Related to: 10