Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms

DOI10.1007/BF01588777zbMATH Open0724.90059MaRDI QIDQ2277145FDOQ2277145

Authors: K. A. Ariyawansa 

Publication date: 1990

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

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zbMATH Keywords

quasi-Newton methodsunconstrained minimizationcollinear scaling algorithmsconic approximationslocal and q-superlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Newton-type methods (49M15)

Cites Work

• Title not available (Why is that?)
• Quasi-Newton Methods, Motivation and Theory
• Conic Approximations and Collinear Scalings for Optimizers
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization
• Convergence Theorems for Least-Change Secant Update Methods
• Collinear scaling and sequential estimation in sparse optimization algorithms
• On statistical control of optimization

Cited In (28)

• Title not available (Why is that?)
• An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints
• A quasi-Newton trust region method with a new conic model for the unconstrained optimization
• A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy
• A nonmonotone adaptive trust region method for unconstrained optimization based on conic model
• A nonmonotone trust-region method of conic model for unconstrained optimization
• A trust-region method with a conic model for unconstrained optimization
• Some convergence properties of descent methods
• A trust region method with a conic model for nonlinearly constrained optimization
• Interpolation by conic model for unconstrained optimization
• A note on line search termination criteria for collinear scaling algorithms
• A global optimization algorithm for sum of quadratic ratios problem with coefficients
• A model-hybrid approach for unconstrained optimization problems
• A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results
• On the updating scheme in a class of collinear scaling algorithms for sparse minimization
• A subspace minimization conjugate gradient method based on conic model for unconstrained optimization
• A variant of trust-region methods for unconstrained optimization
• On Davidon's collinear scaling algorithms for optimization
• A fractional programming algorithm based on conic quasi-Newton trust region method for unconstrained minimization
• An adaptive conic trust-region method for unconstrained optimization
• Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
• An improved hybrid quantum optimization algorithm for solving nonlinear equations
• A new nonmonotone trust-region method of conic model for solving unconstrained optimization
• A class of collinear scaling algorithms for bound-constrained optimization: convergence theorems
• Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• A numerical evaluation of some collinear scaling algorithms for unconstrained
• A nonmonotone conic trust region method based on line search for solving unconstrained optimization

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