On the behaviour of a combined extra-updating/self-scaling BFGS method

DOI10.1016/S0377-0427(00)00554-9zbMath1012.65061MaRDI QIDQ5946739

Mehiddin Al-Baali

Publication date: 14 October 2001

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00554-9

zbMATH Keywords

algorithms; unconstrained optimization; quasi-Newton updates; Broyden-Fletcher-Goldfarb-Shannon methods; self-scaling

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C53: Methods of quasi-Newton type

Related Items

A class of diagonal preconditioners for limited memory BFGS method, Gaussian processes for history-matching: application to an unconventional gas reservoir, The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems

Uses Software

• minpack

Cites Work

• Analysis of a self-scaling quasi-Newton method
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• Numerical expirience with a class of self-scaling quasi-Newton algorithms
• Global and superlinear convergence of a restricted class of self-scaling methods with inexact line searches, for convex functions
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Testing Unconstrained Optimization Software
• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Self-Scaling Variable Metric (SSVM) Algorithms
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization
• Extra updates for the bfgs method^∗
• A Rapidly Convergent Descent Method for Minimization
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