Sizing the BFGS and DFP updates: Numerical study

DOI10.1007/BF00940702zbMath0796.90054OpenAlexW2010504016MaRDI QIDQ1321366

V. Pereyra

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940702

zbMATH Keywords

unconstrained optimizationapproximate HessianBFGS updatetrust-region methodssecant methodsDFP updateOren-Luenberger sizing factor

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (14)

A trust-region strategy for minimization on arbitrary domains ⋮ The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems ⋮ Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems ⋮ A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix ⋮ An improved hybrid quantum optimization algorithm for solving nonlinear equations ⋮ Computational experiments with scaled initial hessian approximation for the broyden family methods^∗ ⋮ Convergence analysis of the self-dual optimally conditioned ssvm method of oren-spedicato ⋮ A global optimization method for the molecular replacement problem in X-ray crystallography ⋮ Direct Multiple Shooting for Nonlinear Optimum Experimental Design ⋮ On averaging and representation properties of the BFGS and related secant updates ⋮ Numerical expirience with a class of self-scaling quasi-Newton algorithms ⋮ Variable metric methods for unconstrained optimization and nonlinear least squares ⋮ An adaptive sizing BFGS method for unconstrained optimization

Uses Software

• minpack

Cites Work

• Unnamed Item
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• Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
• Testing Unconstrained Optimization Software
• An Adaptive Nonlinear Least-Squares Algorithm
• An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization
• On the Use of Product Structure in Secant Methods for Nonlinear Least Squares Problems
• On the Barzilai and Borwein choice of steplength for the gradient method
• Mean Value Theorems for Vector Valued Functions

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