A conjugate direction implementation of the BFGS algorithm with automatic scaling

DOI10.1017/S0334270000006524MaRDI QIDQ4734692zbMATH OpenOpenAlexFDO

Authors Ian D. Coope

Publication date 1989

Published in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0334270000006524

zbMATH Keywords

automatic scalingBFGS algorithmconjugate directionsimplementationparallel processingunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Theory of operating systems (68N25) Nonlinear programming (90C30)

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Cited in

(6)

• Multi-step quasi-Newton methods for optimization
• scientific article; zbMATH DE number 2175047 (Why is no real title available?)
• Updating conjugate directions by the BFGS formula
• Performance of various BFGS implementations with limited precision second-order information
• A quasi-Newton based pattern search algorithm for unconstrained optimization
• A heuristic iterated-subspace minimization method with pattern search for unconstrained optimization

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