Modifying the BFGS method

DOI10.1016/S0167-6377(96)00050-8zbMATH Open0879.90172MaRDI QIDQ1362522FDOQ1362522

Authors: Aiping Liao 

Publication date: 5 August 1997

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

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zbMATH Keywords

unconstrained optimizationglobal and superlinear convergencemodified BFGS methodrank-two update methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

• Testing Unconstrained Optimization Software
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quasi-Newton Methods, Motivation and Theory
• 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
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• Title not available (Why is that?)
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods
• Quasi-Newton Updates in Abstract Vector Spaces

Cited In (12)

• An adaptive 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
• A double parameter scaled BFGS method for unconstrained optimization
• Modifying the BFGS update by a new column scaling technique
• Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length
• Title not available (Why is that?)
• Title not available (Why is that?)
• A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• On practical modifications of the quasi-Newton BFGS method
• Title not available (Why is that?)
• On the Local and Superlinear Convergence of a Parameterized DFP Method

Uses Software

• minpack

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