Numerical experience with multiple update quasi-Newton methods for unconstrained optimization

DOI10.1007/S10852-006-9038-1MaRDI QIDQ2643716zbMATH OpenOpenAlexFDO

Authors I. A. Moghrabi

Publication date 27 August 2007

Published in JMMA. Journal of Mathematical Modelling and Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10852-006-9038-1

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04) Methods of successive quadratic programming type (90C55)

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Cites work

• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Extra updates for the bfgs method^∗
• scientific article; zbMATH DE number 4091191 (Why is no real title available?)
• scientific article; zbMATH DE number 67160 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• Least Change Secant Updates for Quasi-Newton Methods
• Matrix conditioning and nonlinear optimization
• Multi-step quasi-Newton methods for optimization
• On Symmetric Minimum Norm Updates
• On the use of curvature estimates in quasi-Newton methods
• On the use of function-values in unconstrained optimisation
• Parallel quasi-Newton methods for unconstrained optimization
• Testing Unconstrained Optimization Software
• The Convergence of a Class of Double-rank Minimization Algorithms
• Using function-values in multi-step quasi-Newton methods

Cited in

(10)

• New implicit updates in multi-step quasi-Newton methods for unconstrained optimisation
• Secant update generalized version of PSB: a new approach
• Secant update version of quasi-Newton PSB with weighted multisecant equations
• Implicit extra-update multi-step quasi-Newton methods
• New implicit multi-step quasi-Newton methods
• A symmetric grouped and ordered multi-secant Quasi-Newton update formula
• Multiple update multi-step methods for unconstrained optimization
• A new multipoint symmetric secant method with a dense initial matrix
• Secant relations versus positive definiteness in quasi-Newton methods
• Extra multistep BFGS updates in quasi-Newton methods

Describes a project that uses

Uses Software

• BRENT
• minpack

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