On the use of function-values in unconstrained optimisation

DOI10.1016/0377-0427(89)90331-2MaRDI QIDQ1262703zbMATH OpenOpenAlexFDO

Authors R.-A. Ghandhari, J. A. Ford

Publication date 1989

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(89)90331-2

zbMATH Keywords

BFGS methodDFP methodfunction valuesHoshino methodnumerical experimentsquasi-Newton methodsunconstrained optimization

Mathematics Subject Classification ID

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

Review text

By the use of a nonlinear model for the gradient of the objective function along a chosen direction it is shown how information in the form of function values may be utilised in optimization methods. The presented algorithmic outline provides a framework into which most ``quasi-Newton methods (for example, the DFP method, the BFGS method and the Hoshino method) may be fitted. The numerical experiments indicate that such an approach may lead to improvements in the performance of the BFGS algorithm, at the cost of the solution of a simple nonlinear equation in one variable at each iteration.

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Cites work

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Cited in

(11)

• A rational gradient model for minimization
• Multi-step quasi-Newton methods for optimization
• Using function-values in multi-step quasi-Newton methods
• Numerical experience with multiple update quasi-Newton methods for unconstrained optimization
• scientific article; zbMATH DE number 3914101 (Why is no real title available?)
• The use of hypothetical points in numerical optimization
• scientific article; zbMATH DE number 4091191 (Why is no real title available?)
• scientific article; zbMATH DE number 67160 (Why is no real title available?)
• A nonlinear model for function-value multistep methods
• On the use of curvature estimates in quasi-Newton methods
• Extra multistep BFGS updates in quasi-Newton methods

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Uses Software

• minpack

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