A modified conjugate gradient method based on the self-scaling memoryless BFGS update

DOI10.1007/S11075-021-01220-8MaRDI QIDQ2672717zbMATH OpenOpenAlexWikidataFDO

Authors Wenjuan Zhao, Xiangli Li

Publication date 13 June 2022

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-021-01220-8

zbMATH Keywords

conjugate gradient methodglobal convergenceWolfe line search

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 double parameter scaled BFGS method for unconstrained optimization
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• A survey of nonlinear conjugate gradient methods
• Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update
• Acceleration of conjugate gradient algorithms for unconstrained optimization
• An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
• Benchmarking optimization software with performance profiles.
• Conjugate Gradient Methods with Inexact Searches
• Convergence Conditions for Ascent Methods. II: Some Corrections
• Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search
• On the limited memory BFGS method for large scale optimization
• Optimization theory and methods. Nonlinear programming
• Scaled conjugate gradient algorithms for unconstrained optimization
• Technical Note—A Modified Conjugate Gradient Algorithm
• Testing Unconstrained Optimization Software
• The global convergence of a modified BFGS method for nonconvex functions
• The global convergence of the Polak-Ribière-Polyak conjugate gradient algorithm under inexact line search for nonconvex functions
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(7)

• Modifying the BFGS update by a new column scaling technique
• An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
• A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
• New conjugate gradient algorithms based on self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method
• A conjugate direction implementation of the BFGS algorithm with automatic scaling
• A modified conjugate gradient method based on a modified secant equation
• A new three-term spectral subgradient method for solving absolute value equation

Describes a project that uses

Uses Software

• L-BFGS
• minpack
• SCALCG
• ACGSSV

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