The convergence of variable metric matrices in unconstrained optimization

DOI10.1007/BF02591941MaRDI QIDQ3314451zbMATH OpenOpenAlexFDO

Authors Renpu Ge, M. J. D. Powell

Publication date 1983

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02591941

zbMATH Keywords

quasi-Newton algoritmsunconstrained optimizationvariable metric matrices

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A new approach to variable metric algorithms
• scientific article; zbMATH DE number 3687182 (Why is no real title available?)
• scientific article; zbMATH DE number 3727523 (Why is no real title available?)
• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• On the Convergence of the Variable Metric Algorithm
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results
• Quasi-Newton Methods, Motivation and Theory
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

Cited in

(23)

• The convergence of matrices generated by rank-2 methods from the restricted \(\beta\)-class of Broyden
• The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• The convergence of quasi-Newton matrices generated by the self-scaling symmetric rank one update
• Convergence of Broyden-like matrix
• Implementing and modifying Broyden class updates for large scale optimization
• A combined principal component analysis and energy minimization-based approach to model deformation of web core beams
• A modified Broyden-like quasi-Newton method for nonlinear equations
• Scaling limits in computational Bayesian inversion
• On the Least Q-order of Convergence of Variable Metric Algorithms
• scientific article; zbMATH DE number 3915534 (Why is no real title available?)
• scientific article; zbMATH DE number 4041642 (Why is no real title available?)
• Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
• scientific article; zbMATH DE number 25592 (Why is no real title available?)
• scientific article; zbMATH DE number 465358 (Why is no real title available?)
• Inexact variable metric method for convex-constrained optimization problems
• SOME ASPECTS OF OPTIMUM DESIGN OF ELECTROMAGNETIC DEVICES
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• Estimation and inference by stochastic optimization
• Approximating Higher-Order Derivative Tensors Using Secant Updates
• On the inversion-free Newton's method and its applications
• Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization
• Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations

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