Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization

DOI10.1137/S1052623400307950zbMath1003.65068OpenAlexW2152009788MaRDI QIDQ2784409

Philip E. Gill, Michael W. Leonard

Publication date: 23 April 2002

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623400307950

zbMATH Keywords

algorithmunconstrained optimizationnumerical resultsreinitializationlingeringreduced Hessian quasi-Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (17)

Subspace methods for large scale nonlinear equations and nonlinear least squares ⋮ A TRUST REGION SUBSPACE METHOD FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION ⋮ A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization ⋮ A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ Spectral scaling BFGS method ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ A Riemannian subspace BFGS trust region method ⋮ A Hessian-free Newton-Raphson method for the configuration of physics systems featured by numerically asymmetric force field ⋮ An adaptive scaled BFGS method for unconstrained optimization ⋮ A Riemannian subspace limited-memory SR1 trust region method ⋮ A limited memory descent Perry conjugate gradient method ⋮ A subspace implementation of quasi-Newton trust region methods for unconstrained optimization ⋮ Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function ⋮ A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization ⋮ On the order of convergence of Broyden's method. Faster convergence on mixed linear-nonlinear systems of equations and a conjecture on the q-order ⋮ Extended Dai-Yuan conjugate gradient strategy for large-scale unconstrained optimization with applications to compressive sensing ⋮ An adaptive sizing BFGS method for unconstrained optimization

Uses Software

• L-BFGS
• CUTEr
• KELLEY
• minpack
• NPSOL

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