Computational experience with known variable metric updates

DOI10.1007/BF02191760MaRDI QIDQ1337205zbMATH OpenFDO

Authors Ladislav Lukšan

Publication date 5 September 1995

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

Full work available at URL https://doi.org/10.1007/BF02191760

zbMATH Keywords

Broyden familyquasi-Newton updatesunconstrained minimizationvariable metric methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• A class of rank-one positive definite qnasi-newton updates for unconstrained minimization²
• A Family of Variable-Metric Methods Derived by Variational Means
• A Formulation of Variable Metric Methods
• A Modified BFGS Algorithm for Unconstrained Optimization
• A new approach to variable metric algorithms
• A Note on Minimization Algorithms which make Use of Non-quardratic Properties of the Objective Function
• A Rapidly Convergent Descent Method for Minimization
• Conditioning of Quasi-Newton Methods for Function Minimization
• scientific article; zbMATH DE number 4180681 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• Least-Change Updates to Cholesky Factors Subject to the Nonlinear Quasi-Newton Condition
• Matrix conditioning and nonlinear optimization
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Optimal conditioning of self-scaling variable Metric algorithms
• Optimally conditioned optimization algorithms without line searches
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
• Self-Scaling Variable Metric (SSVM) Algorithms
• Testing Unconstrained Optimization Software
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• The least prior deviation quasi-Newton update
• Variable Metric Method for Minimization
• Variational Methods for Non-Linear Least-Squares
• Variationally derived scaling and variable metric updates from the preconvex part of the Broyden family

Cited in

(9)

• Numerical expirience with a class of self-scaling quasi-Newton algorithms
• Variationally derived scaling and variable metric updates from the preconvex part of the Broyden family
• Variable metric methods for unconstrained optimization and nonlinear least squares
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
• scientific article; zbMATH DE number 5575640 (Why is no real title available?)
• Convergence analysis of the self-dual optimally conditioned ssvm method of oren-spedicato
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• Optimizing the optimizer for physics-informed neural networks and Kolmogorov-Arnold networks

Describes a project that uses

Uses Software

• minpack

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