Nonmonotone spectral gradient method based on memoryless symmetric rank-one update for large-scale unconstrained optimization

DOI10.3934/JIMO.2021143MaRDI QIDQ2171075zbMATH OpenOpenAlexFDO

Authors Hong Seng Sim, Chuei Yee Chen, W. J. Leong, Jiao Li

Publication date 23 September 2022

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2021143

zbMATH Keywords

large-scale unconstrained optimizationmemoryless symmetric rank-one updatenonmonotone line searchquasi-Newton updatespectral gradient method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06)

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Cites work

• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A Nonmonotone Line Search Technique for Newton’s Method
• A restarting approach for the symmetric rank one update for unconstrained optimization
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• An unconstrained optimization test functions collection
• Benchmarking optimization software with performance profiles.
• CUTE
• CUTE
• Efficient generalized conjugate gradient algorithms. I: Theory
• Function minimization by conjugate gradients
• Gradient method with multiple damping for large-scale unconstrained optimization
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3278849 (Why is no real title available?)
• Measures for Symmetric Rank-One Updates
• Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization
• Nonmonotone Spectral Methods for Large-Scale Nonlinear Systems
• On the limited memory BFGS method for large scale optimization
• Optimal Conditioning and Convergence in Rank One Quasi-Newton Updates
• Preconditioned spectral gradient method
• Sizing and Least-Change Secant Methods
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• The conjugate gradient method in extremal problems
• Two-Point Step Size Gradient Methods

Cited in

(8)

• scientific article; zbMATH DE number 5630374 (Why is no real title available?)
• A self-adjusting spectral conjugate gradient method for large-scale unconstrained optimization
• A nonmonotone scaled conjugate gradient algorithm for large-scale unconstrained optimization
• A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD
• A hybrid BB-type method for solving large scale unconstrained optimization
• Memoryless quasi-Newton-type methods via some weak secant relations for large-scale unconstrained optimization
• Scaled memoryless symmetric rank one method for large-scale optimization
• Multivariate spectral gradient method for unconstrained optimization

Describes a project that uses

Uses Software

• CUTE
• L-BFGS
• CUTEr

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