Scaled memoryless symmetric rank one method for large-scale optimization

DOI10.1016/J.AMC.2011.05.080zbMath1226.65054OpenAlexW2045176326MaRDI QIDQ720629

Wah June Leong, Malik Abu Hassan

Publication date: 11 October 2011

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

Full work available at URL: http://psasir.upm.edu.my/id/eprint/24641/1/Scaled%20memoryless%20symmetric%20rank%20one%20method%20for%20large.pdf

zbMATH Keywords

unconstrained optimizationnumerical resultslarge-scale optimizationoptimal scalingmemoryless quasi-Newton methodsymmetric rank one update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)

Related Items (2)

Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization ⋮ A note on memory-less SR1 and memory-less BFGS methods for large-scale unconstrained optimization

Uses Software

• L-BFGS
• CUTEr
• minpack
• CUTE

Cites Work

• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• A restarting approach for the symmetric rank one update for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• A new gradient method via least change secant update
• Sizing and Least-Change Secant Methods
• Testing Unconstrained Optimization Software
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization
• Conjugate Gradient Methods with Inexact Searches
• CUTE
• Line search algorithms with guaranteed sufficient decrease
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• Measures for Symmetric Rank-One Updates
• Convergence Conditions for Ascent Methods

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