Updating conjugate directions by the BFGS formula

DOI10.1007/BF02591850zbMath0642.90086OpenAlexW1969637950WikidataQ94870449 ScholiaQ94870449MaRDI QIDQ3783852

M. J. D. Powell

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1007/bf02591850

zbMATH Keywords

updatingconjugate directionsvariable metric algorithmsautomatic rescalingpositive definite second derivative approximations

Mathematics Subject Classification ID

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

Related Items (18)

Modifying the BFGS update by a new column scaling technique ⋮ Family of optimally conditioned quasi-Newton updates for unconstrained optimization ⋮ Generalized Linear Mixed Models With Crossed Effects and Unit-specific Survey Weights ⋮ Transformation of uniformly distributed particle ensembles ⋮ Parallel quasi-Newton methods for unconstrained optimization ⋮ Performance of various BFGS implementations with limited precision second-order information ⋮ A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ Spectral scaling BFGS method ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ An improved hybrid quantum optimization algorithm for solving nonlinear equations ⋮ A tolerant algorithm for linearly constrained optimization calculations ⋮ An adaptive scaled BFGS method for unconstrained optimization ⋮ Updating of conjugate direction matrices using members of Broyden's family ⋮ Analysis of a self-scaling quasi-Newton method ⋮ Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization ⋮ Two new conjugate gradient methods based on modified secant equations ⋮ The revised DFP algorithm without exact line search ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Uses Software

• ZQPCVX

Cites Work

• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• On the quadratic programming algorithm of Goldfarb and Idnani
• On the Modification of LDL T Factorizations
• Optimally conditioned optimization algorithms without line searches
• Factorized Variable Metric Methods for Unconstrained Optimization
• Least Squares Computations by Givens Transformations Without Square Roots
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Quasi-Newton Methods for Unconstrained Optimization

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