A modified self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method for unconstrained optimization

DOI10.1007/S10957-014-0528-4zbMath1319.49042OpenAlexW2031891766MaRDI QIDQ2346397

Yu-Hong Dai, CaiXia Kou

Publication date: 1 June 2015

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

Full work available at URL: https://doi.org/10.1007/s10957-014-0528-4

zbMATH Keywords

unconstrained optimizationglobal convergenceconjugate gradient methodquasi-Newton methodimproved Wolfe line search

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• CUTEr
• SifDec

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• New quasi-Newton equation and related methods for unconstrained optimization
• New quasi-Newton methods for unconstrained optimization problems
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Self-Scaling Variable Metric (SSVM) Algorithms
• Restart procedures for the conjugate gradient method
• On the Convergence of a New Conjugate Gradient Algorithm
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A Nonlinear Conjugate Gradient Algorithm with an Optimal Property and an Improved Wolfe Line Search
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• CUTEr and SifDec
• New conjugacy conditions and related nonlinear conjugate gradient methods
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
• Benchmarking optimization software with performance profiles.
• An efficient hybrid conjugate gradient method for unconstrained optimization

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