Greedy PSB methods with explicit superlinear convergence

DOI10.1007/S10589-023-00495-YMaRDI QIDQ6175468zbMATH OpenOpenAlexFDO

Authors Zhen-Yuan Ji, Yuhong Dai

Publication date 24 July 2023

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-023-00495-y

zbMATH Keywords

global convergencesuperlinear convergencequasi-Newton methodsPowell's symmetric Broyden methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

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• On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
• Optimization theory and methods. Nonlinear programming
• Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
• Quasi-newton algorithms generate identical points
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• The BFGS method with exact line searches fails for non-convex objective functions
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• Variable Metric Method for Minimization

Cited in

(2)

• Distributed adaptive greedy quasi-Newton methods with explicit non-asymptotic convergence bounds
• Preface to the 5th Brazil-China symposium on applied and computational mathematics

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