Two-phase quasi-Newton method for unconstrained optimization problem

DOI10.1007/S13370-019-00680-5zbMATH Open1438.90318arXiv1807.11001OpenAlexW2883290413MaRDI QIDQ2322286FDOQ2322286

Authors: Suvra Kanti Chakraborty, Geetanjali Panda 

Publication date: 4 September 2019

Published in: Afrika Matematika (Search for Journal in Brave)

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.

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

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zbMATH Keywords

global convergencesuperlinear convergencequasi-Newton scheme

Mathematics Subject Classification ID

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

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Cited In (3)

• A two-step improved Newton method to solve convex unconstrained optimization problems
• Title not available (Why is that?)
• 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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