Spectral-scaling quasi-Newton methods with updates from the one parameter of the Broyden family (Q1946210)

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Spectral-scaling quasi-Newton methods with updates from the one parameter of the Broyden family
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    Spectral-scaling quasi-Newton methods with updates from the one parameter of the Broyden family (English)
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    18 April 2013
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    The authors consider the unconstrained optimization problem \[ \min f(x),\quad x\in\mathbb{R}^n, \] and propose spectral-scaling one parameter Broyden family methods which allow for negative values of the parameter. It is shown that the proposed methods possess some good properties such as quadratic termination property and single-step convergence rate not inferior to that of the steepest descent method when minimizing an \(n\)-dimensional quadratic function. Numerical examples are given.
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    quasi-Newton method
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    Broyden family
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    global convergence
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    unconstrained optimization
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    spectral-scaling
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    quadratic termination property
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    single-step convergence
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    steepest descent method
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    numerical examples
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