A variable-metric method using a nonquadratic model

DOI10.1007/BF00934462MaRDI QIDQ1054278zbMATH OpenOpenAlexFDO

Authors J. Blot

Publication date 1984

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

Full work available at URL https://doi.org/10.1007/bf00934462

zbMATH Keywords

rational approximationsswitching algorithmvariable-metric methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Approximation by rational functions (41A20) Mathematical programming (90C99)

Cites work

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• A Family of Variable-Metric Methods Derived by Variational Means
• A Rapidly Convergent Descent Method for Minimization
• A conjugate-direction method based on a nonquadratic model
• A conjugate-gradient optimization method invariant to nonlinear scaling
• A new approach to variable metric algorithms
• A variable metric-method for function minimization derived from invariancy to nonlinear scaling
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Conditioning of Quasi-Newton Methods for Function Minimization
• Conic Approximations and Collinear Scalings for Optimizers
• Function minimization by conjugate gradients
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• Optimal conditioning in the convex class of rank two updates
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Variable Metric Method for Minimization

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