A modified self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method for unconstrained optimization

DOI10.1007/s10957-014-0528-4zbMath1319.49042OpenAlexW2031891766MaRDI QIDQ2346397

Yu-Hong Dai, CaiXia Kou

Publication date: 1 June 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0528-4

zbMATH Keywords

unconstrained optimizationglobal convergenceconjugate gradient methodquasi-Newton methodimproved Wolfe line search

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• CUTEr
• SifDec

Cites Work

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• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• CUTEr and SifDec
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• An efficient hybrid conjugate gradient method for unconstrained optimization