Global convergence of the partitioned BFGS algorithm for convex partially separable optimization

DOI10.1007/BF02592063zbMath0626.90076OpenAlexW2047307302MaRDI QIDQ3030592

Phillipe L. Toint

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592063

zbMATH Keywords

unconstrained optimizationglobal convergencelarge scale problemspartitioned updating algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (23)

Two accelerated nonmonotone adaptive trust region line search methods ⋮ The global convergence of the BFGS method with a modified WWP line search for nonconvex functions ⋮ Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization ⋮ The global convergence of a modified BFGS method for nonconvex functions ⋮ Global convergence of a modified Broyden family method for nonconvex functions ⋮ The projection technique for two open problems of unconstrained optimization problems ⋮ The convergence of a new modified BFGS method without line searches for unconstrained optimization or complexity systems ⋮ An adaptive projection BFGS method for nonconvex unconstrained optimization problems ⋮ Global convergence of Schubert's method for solving sparse nonlinear equations ⋮ A new class of quasi-Newton updating formulas ⋮ The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients ⋮ A partitioned PSB method for partially separable unconstrained optimization problems ⋮ A new modified BFGS method for unconstrained optimization problems ⋮ Partitioned quasi-Newton methods for sparse nonlinear equations ⋮ A modified BFGS method and its global convergence in nonconvex minimization ⋮ Convergence analysis of a modified BFGS method on convex minimizations ⋮ A globally convergent BFGS method for nonlinear monotone equations without any merit functions ⋮ Using nonlinear functions to approximate a new quasi-Newton method for unconstrained optimization problems ⋮ Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search ⋮ A globally convergent BFGS method for nonconvex minimization without line searches ⋮ Unnamed Item ⋮ Variable metric methods for unconstrained optimization and nonlinear least squares ⋮ A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence

Uses Software

• ve08

Cites Work

• Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
• Partitioned variable metric updates for large structured optimization problems
• Effiziente Schrittweitenfunktionen bei unrestringierten Optimierungsaufgaben
• Local convergence analysis for partitioned quasi-Newton updates
• Inexact Newton Methods
• A new approach to variable metric algorithms
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