A new regularized quasi-Newton algorithm for unconstrained optimization

DOI10.1016/j.amc.2015.02.032zbMath1390.90527MaRDI QIDQ1636866

Y. Aharonov

Publication date: 7 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.02.032

zbMATH Keywords

unconstrained optimization; regularization; quasi-Newton method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M15: Newton-type methods

65H10: Numerical computation of solutions to systems of equations

49M37: Numerical methods based on nonlinear programming

68W25: Approximation algorithms

58C15: Implicit function theorems; global Newton methods on manifolds

Uses Software

• CUTEr
• SifDec
• HSL-VF05