A switching algorithm based on modified quasi-Newton equation

MaRDI QIDQ5440512zbMATH OpenFDO

Authors Yueting Yang, Cheng-Xian Xu

Publication date 5 February 2008

zbMATH Keywords

BFGS methodlarge scale optimizationquasi-Newton equationSR1 method

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear programming (90C30) Eigenvalue problems (93B60)

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(2)

• On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
• Eigenvalues and switching algorithms for Quasi-Newton updates

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