Using nonlinear functions to approximate a new quasi-Newton method for unconstrained optimization problems

DOI10.1007/S11075-020-00986-7MaRDI QIDQ2028038zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 31 May 2021

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-020-00986-7

zbMATH Keywords

quasi-Newton methodunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• A Class of Methods for Solving Nonlinear Simultaneous Equations
• A modified BFGS method and its global convergence in nonconvex minimization
• A nonlinear model for function-value multistep methods
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• Benchmarking optimization software with performance profiles.
• Convergence analysis of a modified BFGS method on convex minimizations
• Convergence Properties of the BFGS Algoritm
• CUTEr and SifDec
• Exploiting function values in multi-step methods
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Global convergence of the partitioned BFGS algorithm for convex partially separable optimization
• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Multi-step quasi-Newton methods for optimization
• New quasi-Newton equation and related methods for unconstrained optimization
• New quasi-Newton methods for unconstrained optimization problems
• On the construction of minimization methods of quasi-Newton type
• On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
• The BFGS method with exact line searches fails for non-convex objective functions
• The Convergence of a Class of Double-rank Minimization Algorithms
• The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients
• Variable metric methods of minimisation

Cited in

(11)

• On the use of function-values in unconstrained optimisation
• A new modified BFGS method for unconstrained optimization problems
• Improved Hessian approximation with modified quasi-Cauchy relation for gradient-type method
• Approximate invariant subspaces and quasi-Newton optimization methods
• Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
• The modified BFGS method with new secant relation for unconstrained optimization problems
• On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces
• Competitive secant (BFGS) methods based on modified secant relations for unconstrained optimization
• Secant relations versus positive definiteness in quasi-Newton methods
• A modified quasi-Newton method for structured optimization with partial information on the Hessian
• A new structured quasi-Newton algorithm using partial information on Hessian

Describes a project that uses

Uses Software

• CUTEr

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