A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

DOI10.1081/NFA-120006700MaRDI QIDQ3148358zbMATH OpenFDO

Authors Dingguo Pu, Weiwen Tian

Publication date 2002

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

zbMATH Keywords

convergenceconvergence rateline searchDFP algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Recommendations

• The revised DFP algorithm without exact line search
• A class of revised Broyden algorithms
• scientific article; zbMATH DE number 1215043
• Convergence Properties of the DFP Algorithm for Unconstrained Optimization
• Convergence of the DFP algorithm without exact line search

Cites work

• scientific article; zbMATH DE number 3363347 (Why is no real title available?)
• A Rapidly Convergent Descent Method for Minimization
• A feasible BFGS interior point algorithm for solving convex minimization problems
• A new QP-free, globally convergent, locally superlinearly convergent algorithm for inequality constrained optimization
• A variable metric-method for function minimization derived from invariancy to nonlinear scaling
• Automatic Column Scaling Strategies for Quasi-Newton Methods
• Convergence Conditions for Ascent Methods. II: Some Corrections
• Convergence of the DFP algorithm without exact line search
• Family of optimally conditioned quasi-Newton updates for unconstrained optimization
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Modifying the BFGS update by a new column scaling technique
• On a conjecture of Dixon and other topics in variable metric methods
• On the Convergence of the Variable Metric Algorithm
• On the convergence property of the DFP algorithm
• Optimally conditioned optimization algorithms without line searches
• Perspectives on self-scaling variable metric algorithms
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
• Quasi-Newton Methods, Motivation and Theory
• Stability of majorly efficient points and solutions in multiobjective programming
• The convergence of Broyden algorithms for LC gradient function
• The least prior deviation quasi-Newton update
• Updating conjugate directions by the BFGS formula
• Updating of conjugate direction matrices using members of Broyden's family
• Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions
• Variational quasi-Newton methods for unconstrained optimization

Cited in

(4)

• Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation
• Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
• An extended version of the memoryless DFP algorithm with the sufficient descent property
• The revised DFP algorithm without exact line search

This page was built for publication: A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3148358)