Modifying the BFGS method
From MaRDI portal
Publication:1362522
DOI10.1016/S0167-6377(96)00050-8zbMath0879.90172MaRDI QIDQ1362522
Publication date: 5 August 1997
Published in: Operations Research Letters (Search for Journal in Brave)
unconstrained optimizationglobal and superlinear convergencemodified BFGS methodrank-two update methods
Related Items (6)
A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ Unnamed Item ⋮ On the Local and Superlinear Convergence of a Parameterized DFP Method ⋮ An adaptive scaled BFGS method for unconstrained optimization ⋮ Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods
- Quasi-Newton Updates in Abstract Vector Spaces
- How bad are the BFGS and DFP methods when the objective function is quadratic?
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- Testing Unconstrained Optimization Software
- Quasi-Newton Methods, Motivation and Theory
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
This page was built for publication: Modifying the BFGS method
