Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point

DOI10.1016/J.AMC.2019.124829MaRDI QIDQ2287573zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 21 January 2020

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

Full work available at URL https://doi.org/10.1016/j.amc.2019.124829

zbMATH Keywords

Perry nonlinear conjugate gradientquasi-Newton methodscaled memoryless BFGSunconstrained 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 modified scaling parameter for the memoryless BFGS updating formula
• A nonsmooth version of Newton's method
• An improved Perry conjugate gradient method with adaptive parameter choice
• Broyden’s Method for a Class of Problems Having Singular Jacobian at the Root
• Finding zeros of analytic functions: -theory for secant type methods
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• Linear and nonlinear functional analysis with applications. With 401 problems and 52 figures
• New conjugacy conditions and related nonlinear conjugate gradient methods
• Nonsmooth optimization via quasi-Newton methods
• Optimal conditioning of self-scaling variable Metric algorithms
• Scaled conjugate gradient algorithms for unconstrained optimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Sparse quasi-Newton updates with positive definite matrix completion
• Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point
• Technical Note—A Modified Conjugate Gradient Algorithm

Cited in

(6)

• Superlinear convergence of Broyden's method and BFGS algorithm using Kantorovich-type assumptions
• Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point
• scientific article; zbMATH DE number 6313100 (Why is no real title available?)
• A descent family of the spectral Hestenes–Stiefel method by considering the quasi-Newton method
• A projected hybridization of the Hestenes-Stiefel and Dai-Yuan conjugate gradient methods with application to nonnegative matrix factorization
• Quasi-Newton-based projected spectral Wei-Yao-Liu method with applications to sparse recovery and nonnegative matrix factorization

Describes a project that uses

Uses Software

• SCALCG

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