Variational quasi-Newton methods for unconstrained optimization

DOI10.1007/BF00940782zbMath0797.90086MaRDI QIDQ1321326

Mehiddin Al-Baali

Publication date: 25 October 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationquasi-Newton methodsBroyden family of updatessymmetric rank-one updateDavidon optimally conditioned updateleast-change BFGS and DFP updates

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Damped techniques for enforcing convergence of quasi-Newton methods ⋮ Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems ⋮ A quasi-second-order proximal bundle algorithm ⋮ A combined class of self-scaling and modified quasi-Newton methods ⋮ Global convergence property of scaled two-step BFGS method ⋮ Eigenvalues and switching algorithms for Quasi-Newton updates ⋮ An adaptive scaled BFGS method for unconstrained optimization ⋮ Damped techniques for the limited memory BFGS method for large-scale optimization ⋮ Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization ⋮ A variation of Broyden class methods using Householder adaptive transforms ⋮ Numerical expirience with a class of self-scaling quasi-Newton algorithms ⋮ A generalized conjugate gradient algorithm ⋮ The revised DFP algorithm without exact line search ⋮ On measure functions for the self-scaling updating formulae for quasi-newton methods^∗ ⋮ A CLASS OF MODIFIED BFGS METHODS WITH FUNCTION VALUE INFORMATION FOR UNCONSTRAINED OPTIMIZATION ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Uses Software

• minpack

Cites Work

• Unnamed Item
• Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function
• An efficient line search for nonlinear least squares
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Variational Methods for Non-Linear Least-Squares
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• A modular system of algorithms for unconstrained minimization
• Testing Unconstrained Optimization Software
• An Adaptive Nonlinear Least-Squares Algorithm
• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Optimally conditioned optimization algorithms without line searches
• A Rapidly Convergent Descent Method for Minimization