A nonlinear model for function-value multistep methods

DOI10.1016/S0898-1221(01)00229-2MaRDI QIDQ5948890zbMATH OpenOpenAlexFDO

Authors I. A. Moghrabi, J. A. Ford

Publication date 12 November 2001

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(01)00229-2

zbMATH Keywords

unconstrained optimizationmultistep methodsquasi-Newton methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Recommendations

• New dual parametrization of quasi-Newton algorithms
• Using function-values in multi-step quasi-Newton methods
• scientific article; zbMATH DE number 5137319
• Exploiting function values in multi-step methods
• Modified multi-step quasi-Newton methods with on the use function value information

Cites work

• scientific article; zbMATH DE number 4091191 (Why is no real title available?)
• scientific article; zbMATH DE number 67160 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Least Change Secant Updates for Quasi-Newton Methods
• Matrix conditioning and nonlinear optimization
• Multi-step quasi-Newton methods for optimization
• On the use of curvature estimates in quasi-Newton methods
• On the use of function-values in unconstrained optimisation
• The Convergence of a Class of Double-rank Minimization Algorithms
• Using function-values in multi-step quasi-Newton methods

Cited in

(6)

• A new class of memory gradient methods with inexact line searches
• Memory gradient method with Goldstein line search
• Using nonlinear functions to approximate a new quasi-Newton method for unconstrained optimization problems
• Exploiting function values in multi-step methods
• New dual parametrization of quasi-Newton algorithms
• Competitive secant (BFGS) methods based on modified secant relations for unconstrained optimization

Describes a project that uses

Uses Software

• BRENT

This page was built for publication: A nonlinear model for function-value multistep methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5948890)