On the Convergence of the Variable Metric Algorithm
From MaRDI portal
Publication:5621914
DOI10.1093/IMAMAT/7.1.21zbMath0217.52804OpenAlexW2129616681MaRDI QIDQ5621914
Publication date: 1971
Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/422981309f292ecd430705cd72cc6d1d3f75a1cb
Related Items (70)
Factorized Variable Metric Methods for Unconstrained Optimization ⋮ Application of Bayesian approach to numerical methods of global and stochastic optimization ⋮ Hartley-type algebras in displacement and optimization strategies. ⋮ A modified Broyden family algorithm with global convergence under a weak Wolfe-Powell line search for unconstrained nonconvex problems ⋮ On \(q\)-BFGS algorithm for unconstrained optimization problems ⋮ A NOTE ON THE CONVERGENCE OF THE DFP ALGORITHM ON QUADRATIC UNIFORMLY CONVEX FUNCTIONS ⋮ The Affine Scale Invariance of Minimization Algorithms ⋮ Rates of superlinear convergence for classical quasi-Newton methods ⋮ Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization ⋮ The global convergence of a modified BFGS method for nonconvex functions ⋮ Nonlinear optimization of constrained functions using tabu search ⋮ Global convergence of a modified Broyden family method for nonconvex functions ⋮ A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ A numerical evaluation of some collinear scaling algorithms for unconstrained ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ Two examples on the convergence of certain rank-2 minimization methods for quadratic functionals in Hilbert space ⋮ Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung ⋮ Towards explicit superlinear convergence rate for SR1 ⋮ Non-asymptotic superlinear convergence of standard quasi-Newton methods ⋮ The projection technique for two open problems of unconstrained optimization problems ⋮ The convergence of a new modified BFGS method without line searches for unconstrained optimization or complexity systems ⋮ Quasi-newton algorithms generate identical points ⋮ A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods ⋮ Greedy PSB methods with explicit superlinear convergence ⋮ On the convergence, invariance, and related aspects of a modification of Huang's algorithm ⋮ Quasi Newton techniques generate identical points II: The proofs of four new theorems ⋮ Global convergence of algorithms with nonmonotone line search strategy in unconstrained optimization ⋮ A perfect example for the BFGS method ⋮ A variable metric algorithm for unconstrained minimization without evaluation of derivatives ⋮ Superlinear convergence of symmetric Huang's class of methods ⋮ The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions ⋮ Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité ⋮ The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions ⋮ A hybrid algorithm for finding a global minimum ⋮ Practical convergence conditions for the Davidon-Fletcher-Powell method ⋮ A modified BFGS method and its superlinear convergence in nonconvex minimization with general line search rule ⋮ A new constructing auxiliary function method for global optimization ⋮ The convergence of variable metric matrices in unconstrained optimization ⋮ On the Foundations and the Applications of Evolutionary Computing ⋮ An adaptive scaled BFGS method for unconstrained optimization ⋮ On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class ⋮ Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization ⋮ Convergence property of a class of variable metric methods. ⋮ On the order of convergence of certain quasi-Newton methods ⋮ Über die Konvergenz des Davidon-Fletcher-Powell-Verfahrens für streng konvexe Minimierungsaufgaben im Hilbertraum ⋮ A modified BFGS method and its global convergence in nonconvex minimization ⋮ Variable metric methods in Hilbert space with applications to control problems ⋮ Convergence analysis of a modified BFGS method on convex minimizations ⋮ Direct prediction methods in Hilbert space with applications to control problems ⋮ Superlinear convergence of the DFP algorithm without exact line search ⋮ A globally convergent BFGS method for nonlinear monotone equations without any merit functions ⋮ Implementing and modifying Broyden class updates for large scale optimization ⋮ On the relation between quadratic termination and convergence properties of minimization algorithms. Part I. Theory ⋮ New results on superlinear convergence of classical quasi-Newton methods ⋮ Convergence of the DFP algorithm without exact line search ⋮ An algorithm for minimizing a differentiable function subject to box constraints and errors ⋮ A modified two-parameter scaled Broyden-type algorithm for unconstrained optimization problems ⋮ Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search ⋮ A globally convergent BFGS method for nonconvex minimization without line searches ⋮ Global convergence of a cautious projection BFGS algorithm for nonconvex problems without gradient Lipschitz continuity ⋮ Superlinear convergence of Broyden's boundedθ-class of methods ⋮ The revised DFP algorithm without exact line search ⋮ A super-linear convergent gradient projection type algorithm for linearly constrained problems ⋮ The convergence of Broyden algorithms for LC gradient function ⋮ Greedy Quasi-Newton Methods with Explicit Superlinear Convergence ⋮ The convergence of matrices generated by rank-2 methods from the restricted \(\beta\)-class of Broyden ⋮ On the convergence property of the DFP algorithm ⋮ Nonsmoothness and a variable metric method ⋮ A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION
This page was built for publication: On the Convergence of the Variable Metric Algorithm