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

DOI10.1007/BF01588777MaRDI QIDQ2277145zbMATH OpenFDO

Authors K. A. Ariyawansa

Publication date 1990

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

Full work available at URL https://doi.org/10.1007/BF01588777

zbMATH Keywords

collinear scaling algorithmsconic approximationslocal and q-superlinear convergencequasi-Newton methodsunconstrained minimization

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 682565
• scientific article; zbMATH DE number 1180450
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• scientific article; zbMATH DE number 1150474
• A numerical evaluation of some collinear scaling algorithms for unconstrained

Cites work

• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• Collinear scaling and sequential estimation in sparse optimization algorithms
• Conic Approximations and Collinear Scalings for Optimizers
• Convergence Theorems for Least-Change Secant Update Methods
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• On statistical control of optimization
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Quasi-Newton Methods, Motivation and Theory
• The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization

Cited in

(30)

• A nonmonotone conic trust region method based on line search for solving unconstrained optimization
• A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results
• Local convergence of collinear scaling algorithms related to direct least-change secant update methods for minimization
• On the updating scheme in a class of collinear scaling algorithms for sparse minimization
• On Davidon's collinear scaling algorithms for optimization
• Interpolation by conic model for unconstrained optimization
• Some convergence properties of descent methods
• A note on line search termination criteria for collinear scaling algorithms
• Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
• Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization
• A subspace minimization conjugate gradient method based on conic model for unconstrained optimization
• A class of collinear scaling algorithms for bound-constrained optimization: convergence theorems
• A quasi-Newton trust region method with a new conic model for the unconstrained optimization
• An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints
• A variant of trust-region methods for unconstrained optimization
• A new nonmonotone trust-region method of conic model for solving unconstrained optimization
• An improved hybrid quantum optimization algorithm for solving nonlinear equations
• An adaptive conic trust-region method for unconstrained optimization
• A trust-region method with a conic model for unconstrained optimization
• A model-hybrid approach for unconstrained optimization problems
• scientific article; zbMATH DE number 682565 (Why is no real title available?)
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• scientific article; zbMATH DE number 1150474 (Why is no real title available?)
• A global optimization algorithm for sum of quadratic ratios problem with coefficients
• A numerical evaluation of some collinear scaling algorithms for unconstrained
• A nonmonotone adaptive trust region method for unconstrained optimization based on conic model
• A trust region method with a conic model for nonlinearly constrained optimization
• A fractional programming algorithm based on conic quasi-Newton trust region method for unconstrained minimization
• A conic trust-region method for optimization with nonlinear equality and inequality constrains via active-set strategy
• A nonmonotone trust-region method of conic model for unconstrained optimization

This page was built for publication: Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277145)