Optimally conditioned optimization algorithms without line searches

DOI10.1007/BF01681328MaRDI QIDQ4094661zbMATH OpenFDO

Authors W. C. Davidon

Publication date 1975

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01681328

Mathematics Subject Classification ID

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

Cites work

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Cited in

(58)

• Modules
• Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function
• The coordinex problem and its relation to the conjecture of Wilkinson
• Inertia-preserving secant updates
• Parallel quasi-Newton methods for unconstrained optimization
• A generalized direct search acceptable-point technique for use with descent-type multivariate algorithms
• A product positioning model with costs and prices
• New combined method for unconstrained minimization
• Superlinear convergence of symmetric Huang's class of methods
• Estimating matrices
• A conjugate direction algorithm without line searches
• Unified approach to unconstrained minimization via basic matrix factorizations
• Numerical comparison of several variable metric algorithms
• An algorithm for minimizing a differentiable function subject to box constraints and errors
• Some remarks on the symmetric rank-one update
• Two new unconstrained optimization algorithms which use function and gradient values
• Analysis of a new algorithm for one-dimensional minimization
• Variational quasi-Newton methods for unconstrained optimization
• Computational experience with known variable metric updates
• The least prior deviation quasi-Newton update
• Family of optimally conditioned quasi-Newton updates for unconstrained optimization
• The linear algebra of block quasi-Newton algorithms
• Transformation of uniformly distributed particle ensembles
• Variable metric methods for unconstrained optimization and nonlinear least squares
• The revised DFP algorithm without exact line search
• A Broyden class of quasi-Newton methods for Riemannian optimization
• Structured symmetric rank-one method for unconstrained optimization
• A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION
• Minimization Algorithms for Functions with Random Noise
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• Some notes on the quasi-Newton methods
• An alternative variational principle for variable metric updating
• A fast and robust unconstrained optimization method requiring minimum storage
• Updating conjugate directions by the BFGS formula
• Combined lp and quasi-Newton methods for minimax optimization
• scientific article; zbMATH DE number 179183 (Why is no real title available?)
• Matrix conditioning and nonlinear optimization
• Minimum Norm Symmetric Quasi-Newton Updates Restricted to Subspaces
• A new arc algorithm for unconstrained optimization
• A Bench Mark Experiment for Minimization Algorithms
• A family of variable metric updates
• Generating conjugate directions without line searches using factorized variable metric updating formulas
• Techniques for nonlinear least squares and robust regression
• On a conjecture of Dixon and other topics in variable metric methods
• Quadratic termination properties of Davidon's new variable metric algorithm
• Optimal conditioning in the convex class of rank two updates
• On the distribution of the likelihood ratio test statistic for a mixture of two normal distributions
• Performance of various BFGS implementations with limited precision second-order information
• An Optimal Broyden Updating Formula And Its Application To Nonliner Least Squares
• Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class
• An adaptive competitive penalty method for nonsmooth constrained optimization
• scientific article; zbMATH DE number 6176035 (Why is no real title available?)
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization
• The -condition number: applications to preconditioning and low rank generalized Jacobian updating
• On averaging and representation properties of the BFGS and related secant updates
• Differential optimization techniques
• A parallel unconstrained quasi-Newton algorithm and its performance on a local memory parallel computer

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