Two-phase quasi-Newton method for unconstrained optimization problem

DOI10.1007/S13370-019-00680-5MaRDI QIDQ2322286zbMATH OpenOpenAlexFDO

Authors Suvra Kanti Chakraborty, Geetanjali Panda

Publication date 4 September 2019

Published in Afrika Matematika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.11001

zbMATH Keywords

global convergencesuperlinear convergencequasi-Newton scheme

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Abstract: In this paper, a two-phase quasi-Newton scheme is proposed for solving an unconstrained optimization problem. The global convergence property of the scheme is provided under mild assumptions. The superlinear rate of the scheme is also proved in the vicinity of the solution. The advantages of the proposed scheme over the traditional scheme are justified with numerical table and graphical illustrations.

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Cited in

(3)

• A two-step improved Newton method to solve convex unconstrained optimization problems
• scientific article; zbMATH DE number 1461863 (Why is no real title available?)
• Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws

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