A modified scaling parameter for the memoryless BFGS updating formula

DOI10.1007/s11075-015-0053-zzbMath1342.90227OpenAlexW1848523236MaRDI QIDQ297561

Saman Babaie-Kafaki

Publication date: 27 June 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-015-0053-z

zbMATH Keywords

unconstrained optimizationeigenvaluelarge-scale optimizationcondition numbermemoryless BFGS update

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37)

Related Items (13)

A hybrid scaling parameter for the scaled memoryless BFGS method based on the ℓ_∞ matrix norm ⋮ Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update ⋮ A note on memory-less SR1 and memory-less BFGS methods for large-scale unconstrained optimization ⋮ A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model ⋮ A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ New conjugate gradient algorithms based on self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method ⋮ Unnamed Item ⋮ Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing ⋮ Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length ⋮ A linear hybridization of the Hestenes-Stiefel method and the memoryless BFGS technique ⋮ Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point ⋮ Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing

Uses Software

• CUTEr
• SCALCG

Cites Work

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