A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

DOI10.1081/NFA-120006700MaRDI QIDQ3148358zbMATH OpenFDO

Authors Dingguo Pu, Weiwen Tian

Publication date 2002

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/NFA-120006700

zbMATH Keywords

convergenceconvergence rateDFP algorithmline search

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• A feasible BFGS interior point algorithm for solving convex minimization problems
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• A variable metric-method for function minimization derived from invariancy to nonlinear scaling
• Automatic Column Scaling Strategies for Quasi-Newton Methods
• Convergence Conditions for Ascent Methods. II: Some Corrections
• Convergence of the DFP algorithm without exact line search
• Family of optimally conditioned quasi-Newton updates for unconstrained optimization
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• scientific article; zbMATH DE number 3363347 (Why is no real title available?)
• Modifying the BFGS update by a new column scaling technique
• On a conjecture of Dixon and other topics in variable metric methods
• On the Convergence of the Variable Metric Algorithm
• On the convergence property of the DFP algorithm
• Optimally conditioned optimization algorithms without line searches
• Perspectives on self-scaling variable metric algorithms
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
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• Stability of majorly efficient points and solutions in multiobjective programming
• The convergence of Broyden algorithms for LC gradient function
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• Updating conjugate directions by the BFGS formula
• Updating of conjugate direction matrices using members of Broyden's family
• Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions
• Variational quasi-Newton methods for unconstrained optimization

Cited in

(5)

• The revised DFP algorithm without exact line search
• Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
• scientific article; zbMATH DE number 232393 (Why is no real title available?)
• Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation
• An extended version of the memoryless DFP algorithm with the sufficient descent property

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