Non monotone backtracking inexact BFGS method for regression analysis

DOI10.1080/03610926.2011.579370MaRDI QIDQ5299071zbMATH OpenOpenAlexFDO

Authors Gonglin Yuan, Zengxin Wei

Publication date 25 June 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.579370

zbMATH Keywords

BFGS methodFitting methodglobal convergencenon monotone techniqueregression analysis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

Recommendations

• A new backtracking inexact BFGS method for symmetric nonlinear equations
• A new nonmonotone line search BFGS algorithm
• Global convergece of the bfgs algorithm with nonmonotone linesearch^∗∗this work is supported by national natural science foundation$ef:
• Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization
• Global convergence results of BFGS methods with a new nonmonotone step size rule

Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A class of gradient unconstrained minimization algorithms with adaptive stepsize
• A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations
• A new backtracking inexact BFGS method for symmetric nonlinear equations
• A Nonmonotone Line Search Technique for Newton’s Method
• A note on minimization problems and multistep methods
• Applied regression analysis bibliography update 1994-97
• Benchmarking optimization software with performance profiles.
• Convergence Theory of Nonlinear Newton–Krylov Algorithms
• Differential optimization techniques
• scientific article; zbMATH DE number 3913478 (Why is no real title available?)
• scientific article; zbMATH DE number 4056819 (Why is no real title available?)
• scientific article; zbMATH DE number 3675157 (Why is no real title available?)
• scientific article; zbMATH DE number 45819 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 47344 (Why is no real title available?)
• scientific article; zbMATH DE number 805110 (Why is no real title available?)
• scientific article; zbMATH DE number 824998 (Why is no real title available?)
• scientific article; zbMATH DE number 847264 (Why is no real title available?)
• scientific article; zbMATH DE number 1393138 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Inexact Newton Methods
• Linear Statistical Inference and its Applications
• Local Convergence of Inexact Newton Methods
• New line search methods for unconstrained optimization
• Nonmonotone backtracking inexact quasi-Newton algorithms for solving smooth nonlinear equations
• One-step and multistep procedures for constrained minimization problems
• Robust regression:a weighted least squares approach
• Testing parallel variable transformation
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem

Cited in

(2)

• A three-term conjugate gradient descent method with some applications
• Modified parameter of the Dai-Liao conjugacy condition of the conjugate gradient method with some applications

This page was built for publication: Non monotone backtracking inexact BFGS method for regression analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5299071)