Computational experience with known variable metric updates

DOI10.1007/BF02191760zbMath0819.90097MaRDI QIDQ1337205

Ladislav Lukšan

Publication date: 5 September 1995

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

zbMATH Keywords

variable metric methodsunconstrained minimizationBroyden familyquasi-Newton updates

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (6)

The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems ⋮ Convergence analysis of the self-dual optimally conditioned ssvm method of oren-spedicato ⋮ Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization ⋮ Globally convergent variable metric method for convex nonsmooth unconstrained minimization ⋮ Numerical expirience with a class of self-scaling quasi-Newton algorithms ⋮ Variable metric methods for unconstrained optimization and nonlinear least squares

Uses Software

• minpack

Cites Work

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• The least prior deviation quasi-Newton update
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• A class of rank-one positive definite qnasi-newton updates for unconstrained minimization²
• Variational Methods for Non-Linear Least-Squares
• Least-Change Updates to Cholesky Factors Subject to the Nonlinear Quasi-Newton Condition
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
• Testing Unconstrained Optimization Software
• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Variable Metric Method for Minimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Optimally conditioned optimization algorithms without line searches
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization
• A Rapidly Convergent Descent Method for Minimization
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Conditioning of Quasi-Newton Methods for Function Minimization
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• A Formulation of Variable Metric Methods

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