Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation

DOI10.1007/S10957-023-02354-6OpenAlexW4389918179MaRDI QIDQ6142074

Fatemeh Dargahi, Saman Babaie-Kafaki, Zohre Aminifard

Publication date: 25 January 2024

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

Full work available at URL: https://doi.org/10.1007/s10957-023-02354-6

zbMATH Keywords

unconstrained optimizationeigenvalue analysisDFP updatespectral secant equations

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spectral scaling BFGS method
• A linear hybridization of the Hestenes-Stiefel method and the memoryless BFGS technique
• Three-step fixed-point quasi-Newton methods for unconstrained optimisation
• Convergence of quasi-Newton method with new inexact line search
• On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae
• On the limited memory BFGS method for large scale optimization
• Multi-step quasi-Newton methods for optimization
• A structured secant method based on a new quasi-Newton equation for nonlinear least squares problems
• The revised DFP algorithm without exact line search
• Some nonlinear conjugate gradient methods based on spectral scaling secant equations
• An augmented memoryless BFGS method based on a modified secant equation with application to compressed sensing
• Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
• Local and superlinear convergence of quasi-Newton methods based on modified secant conditions
• Broad echo state network for multivariate time series prediction
• Optimization theory and methods. Nonlinear programming
• A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION
• Two-Point Step Size Gradient Methods
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Optimal conditioning of self-scaling variable Metric algorithms
• Numerical Optimization
• An extended Dai-Liao conjugate gradient method with global convergence for nonconvex functions
• A survey of quasi-Newton equations and quasi-Newton methods for optimization
• Convergence of the DFP algorithm without exact line search

This page was built for publication: Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation