A variable metric algorithm for unconstrained minimization without evaluation of derivatives

DOI10.1007/BF01395952MaRDI QIDQ1157671zbMATH OpenFDO

Authors J. Bräuninger

Publication date 1981

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/132708

zbMATH Keywords

convergencesuperlinearunconstrained minimizationvariable metric algorithmBroyden-Fletcher-Goldfarb-Shanno-method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites work

• scientific article; zbMATH DE number 3163006 (Why is no real title available?)
• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
• scientific article; zbMATH DE number 3621487 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A Family of Variable-Metric Methods Derived by Variational Means
• A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
• A new approach to variable metric algorithms
• A superlinearly convergent algorithm for minimization without evaluating derivatives
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Conditioning of Quasi-Newton Methods for Function Minimization
• Function Minimization Without Evaluating Derivatives--a Review
• On the Convergence of the Variable Metric Algorithm
• Quasi-Newton Methods, Motivation and Theory
• The Convergence of a Class of Double-rank Minimization Algorithms
• Variable Metric Method for Minimization

Cited in

(1)

• Studying the basin of convergence of methods for computing periodic orbits

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• BRENT

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