Title: BFGS convergence to nonsmooth minimizers of convex functions,
Abstract: The popular BFGS quasi-Newton minimization algorithm under reasonable
conditions converges globally on smooth convex functions. This result was
proved by Powell in 1976: we consider its implications for functions that are
not smooth. In particular, an analogous convergence result holds for functions,
like the Euclidean norm, that are nonsmooth at the minimizer.