Modifying the BFGS update by a new column scaling technique

DOI10.1007/BF01581137zbMath0834.90126MaRDI QIDQ1338135

Dirk Siegel

Publication date: 1 April 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

matrix factorizationsconjugate directionsvariable metric algorithmsscaling techniquesmodification of the BFGS method

Mathematics Subject Classification ID

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

Related Items (9)

Family of optimally conditioned quasi-Newton updates for unconstrained optimization ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ New BFGS method for unconstrained optimization problem based on modified Armijo line search ⋮ Analysis of a self-scaling quasi-Newton method ⋮ A subspace implementation of quasi-Newton trust region methods for unconstrained optimization ⋮ Implementing and modifying Broyden class updates for large scale optimization ⋮ Numerical expirience with a class of self-scaling quasi-Newton algorithms ⋮ The revised DFP algorithm without exact line search ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Uses Software

• TOLMIN

Cites Work

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• Updating of conjugate direction matrices using members of Broyden's family
• Automatic Column Scaling Strategies for Quasi-Newton Methods
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Updating conjugate directions by the BFGS formula
• Quasi-Newton Methods, Motivation and Theory
• Factorized Variable Metric Methods for Unconstrained Optimization
• Convergence Conditions for Ascent Methods

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