A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization (Q1670017): Difference between revisions

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English	A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization	scientific article

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instance of

scholarly article

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title

A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization (English)

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author

Neculai Andrei

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published in

Journal of Optimization Theory and Applications

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publication date

4 September 2018

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zbMATH Keywords

nonlinear programming

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scaling BFGS method

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measure function of Byrd and Nocedal

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global convergence

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numerical comparisons

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describes a project that uses

SCALCG

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10957-018-1288-3

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cites work

A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods

0 references

Quasi-Newton Methods, Motivation and Theory

0 references

Q4016506

0 references

Q4107408

0 references

A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization

0 references

Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

0 references

Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions

0 references

The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients

0 references

On the Convergence of the Variable Metric Algorithm

0 references

Updating conjugate directions by the BFGS formula

0 references

The BFGS method with exact line searches fails for non-convex objective functions

0 references

Convergence Properties of the BFGS Algoritm

0 references

A modified BFGS method and its global convergence in nonconvex minimization

0 references

On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems

0 references

Eigenvalues versus singular values study in conjugate gradient algorithms for large-scale unconstrained optimization

0 references

On the Behavior of Broyden’s Class of Quasi-Newton Methods

0 references

Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization

0 references

Sizing the BFGS and DFP updates: Numerical study

0 references

Self-Scaling Variable Metric (SSVM) Algorithms

0 references

Optimal conditioning of self-scaling variable Metric algorithms

0 references

Matrix conditioning and nonlinear optimization

0 references

On Sizing and Shifting the BFGS Update within the Sized-Broyden Family of Secant Updates

0 references

An adaptive scaled BFGS method for unconstrained optimization

0 references

A double parameter scaled BFGS method for unconstrained optimization

0 references

Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function

0 references

A Note on Minimization Algorithms which make Use of Non-quardratic Properties of the Objective Function

0 references

Modifying the BFGS method

0 references

Analysis of a self-scaling quasi-Newton method

0 references

Local and superlinear convergence of quasi-Newton methods based on modified secant conditions

0 references

Numerical expirience with a class of self-scaling quasi-Newton algorithms

0 references

Q3397674

0 references

An extended Dai-Liao conjugate gradient method with global convergence for nonconvex functions

0 references

The superlinear convergence of a modified BFGS-type method for unconstrained optimization

0 references

A Modified BFGS Algorithm for Unconstrained Optimization

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Q4836791

0 references

Convergence analysis of a modified BFGS method on convex minimizations

0 references

New quasi-Newton equation and related methods for unconstrained optimization

0 references

Q4585664

0 references

Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations

0 references

New cautious BFGS algorithm based on modified Armijo-type line search

0 references

New BFGS method for unconstrained optimization problem based on modified Armijo line search

0 references

The global convergence of a modified BFGS method for nonconvex functions

0 references

Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search

0 references

Spectral scaling BFGS method

0 references

Convergence Conditions for Ascent Methods

0 references

Convergence Conditions for Ascent Methods. II: Some Corrections

0 references

How bad are the BFGS and DFP methods when the objective function is quadratic?

0 references

Two-Point Step Size Gradient Methods

0 references

Methods of conjugate gradients for solving linear systems

0 references

A new three-term conjugate gradient algorithm for unconstrained optimization

0 references

An adaptive conjugate gradient algorithm for large-scale unconstrained optimization

0 references

On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae

0 references

A modified scaling parameter for the memoryless BFGS updating formula

0 references

Q4840579

0 references

Continuous nonlinear optimization for engineering applications in GAMS technology

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Q4103338

0 references

Q3539529

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Benchmarking optimization software with performance profiles.

0 references

Quasi-Newton Updates in Abstract Vector Spaces

0 references

Identifiers

zbMATH Open document ID

1398.49025

0 references

DOI

10.1007/s10957-018-1288-3

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Mathematics Subject Classification ID

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0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

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+Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
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+Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions
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+The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients
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+On the Convergence of the Variable Metric Algorithm
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+Updating conjugate directions by the BFGS formula
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+The BFGS method with exact line searches fails for non-convex objective functions
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+Convergence Properties of the BFGS Algoritm
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+A modified BFGS method and its global convergence in nonconvex minimization
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+On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
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+Eigenvalues versus singular values study in conjugate gradient algorithms for large-scale unconstrained optimization
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+On the Behavior of Broyden’s Class of Quasi-Newton Methods
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+Reduced-Hessian Quasi-Newton Methods for Unconstrained  Optimization
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+Sizing the BFGS and DFP updates: Numerical study
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@@ Property / cites work @@
+Self-Scaling Variable Metric (SSVM) Algorithms
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+Optimal conditioning of self-scaling variable Metric algorithms
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+Matrix conditioning and nonlinear optimization
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+Normal rank
@@ Property / cites work @@
+On Sizing and Shifting the BFGS Update within the Sized-Broyden Family of Secant Updates
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+An adaptive scaled BFGS method for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+A double parameter scaled BFGS method for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
+Normal rank
@@ Property / cites work @@
+A Note on Minimization Algorithms which make Use of Non-quardratic Properties of the Objective Function
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@@ Property / cites work @@
+Modifying the BFGS method
@@ Property / cites work: Modifying the BFGS method / rank @@
+Normal rank
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+Analysis of a self-scaling quasi-Newton method
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+Local and superlinear convergence of quasi-Newton methods based on modified secant conditions
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+Numerical expirience with a class of self-scaling quasi-Newton algorithms
+Normal rank
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+An extended Dai-Liao conjugate gradient method with global convergence for nonconvex functions
+Normal rank
@@ Property / cites work @@
+The superlinear convergence of a modified BFGS-type method for unconstrained optimization
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@@ Property / cites work @@
+A Modified BFGS Algorithm for Unconstrained Optimization
+Normal rank
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+Q4836791
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+Convergence analysis of a modified BFGS method on convex minimizations
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+New quasi-Newton equation and related methods for unconstrained optimization
+Normal rank
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+Q4585664
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+Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
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@@ Property / cites work @@
+New cautious BFGS algorithm based on modified Armijo-type line search
+Normal rank
@@ Property / cites work @@
+New BFGS method for unconstrained optimization problem based on modified Armijo line search
+Normal rank
@@ Property / cites work @@
+The global convergence of a modified BFGS method for nonconvex functions
+Normal rank
@@ Property / cites work @@
+Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search
+Normal rank
@@ Property / cites work @@
+Spectral scaling BFGS method
@@ Property / cites work: Spectral scaling BFGS method / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Conditions for Ascent Methods
@@ Property / cites work: Convergence Conditions for Ascent Methods / rank @@
+Normal rank
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+Convergence Conditions for Ascent Methods. II: Some Corrections
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@@ Property / cites work @@
+How bad are the BFGS and DFP methods when the objective function is quadratic?
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@@ Property / cites work @@
+Two-Point Step Size Gradient Methods
@@ Property / cites work: Two-Point Step Size Gradient Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Methods of conjugate gradients for solving linear systems
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@@ Property / cites work @@
+A new three-term conjugate gradient algorithm for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+An adaptive conjugate gradient algorithm for large-scale unconstrained optimization
+Normal rank
@@ Property / cites work @@
+On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae
+Normal rank
@@ Property / cites work @@
+A modified scaling parameter for the memoryless BFGS updating formula
+Normal rank
@@ Property / cites work @@
+Q4840579
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@@ Property / cites work @@
+Continuous nonlinear optimization for engineering applications in GAMS technology
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+Normal rank
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+Q3539529
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+Benchmarking optimization software with performance profiles.
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