scientific article; zbMATH DE number 3990760

MaRDI QIDQ3753395zbMATH OpenFDO

Authors

Publication date 1985

zbMATH Keywords

Broyden-Fletcher-Goldfarb-Shanno (BFGS) methodcomparisonconjugate gradient methodexact line searchincomplete LU-decompositionNewton's methodnumerical results

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cited in

(8)

• BFGS algorithm by using the decomposition matrix of the correction matrix to obtain the search direction
• scientific article; zbMATH DE number 2175047 (Why is no real title available?)
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Updating conjugate directions by the BFGS formula
• Extra updates for the bfgs method^∗
• The divergence of the BFGS and Gauss Newton methods
• Performance of various BFGS implementations with limited precision second-order information
• BFGS method: a new search direction

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