Modifying the BFGS method

DOI10.1016/S0167-6377(96)00050-8MaRDI QIDQ1362522zbMATHFDO

Authors Aiping Liao

Publication date 5 August 1997

Published in Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationglobal and superlinear convergencemodified BFGS methodrank-two update methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 88930 (Why is no real title available?)
• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Quasi-Newton Methods, Motivation and Theory
• Quasi-Newton Updates in Abstract Vector Spaces
• Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods
• Testing Unconstrained Optimization Software

Cited in

(12)

• On practical modifications of the quasi-Newton BFGS method
• A new version of augmented self-scaling BFGS method
• On the Local and Superlinear Convergence of a Parameterized DFP Method
• scientific article; zbMATH DE number 2092232 (Why is no real title available?)
• scientific article; zbMATH DE number 4123183 (Why is no real title available?)
• An adaptive scaled BFGS method for unconstrained optimization
• A double parameter scaled BFGS method for unconstrained optimization
• A new self-scaling memoryless quasi-Newton update for unconstrained optimization
• A modified two-parameter scaled Broyden-type algorithm for unconstrained optimization problems
• Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length
• Modifying the BFGS update by a new column scaling technique
• A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization

Describes a project that uses

Uses Software

• minpack

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