On the Behavior of Broyden’s Class of Quasi-Newton Methods

DOI10.1137/0802026zbMATH Open0770.90063OpenAlexW2003809942MaRDI QIDQ4015449FDOQ4015449

Authors: R. H. Byrd, Dong C. Liu, Jorge Nocedal 

Publication date: 13 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0802026

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zbMATH Keywords

global convergencevariable metric methodnonlinear unconstrained optimizationBroyden class of quasi-Newton methods\(q\)-superlinear convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (40)

• Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch
• Numerical expirience with a class of self-scaling quasi-Newton algorithms
• Wide interval for efficient self-scaling quasi-Newton algorithms
• An adaptive scaled BFGS method for unconstrained optimization
• A new quasi-Newton algorithm
• Towards explicit superlinear convergence rate for SR1
• Superlinear convergence of Broyden's method and BFGS algorithm using Kantorovich-type assumptions
• A double parameter scaled BFGS method for unconstrained optimization
• Computational experience with known variable metric updates
• Global convergence property of scaled two-step BFGS method
• Global convergence of the non-quasi-Newton method for unconstrained optimization problems
• Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization
• Compact representation of the full Broyden class of quasi‐Newton updates
• A nonmonotone Broyden method for unconstrained optimization
• On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
• New results on superlinear convergence of classical quasi-Newton methods
• Greedy PSB methods with explicit superlinear convergence
• A combined class of self-scaling and modified quasi-Newton methods
• On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems
• Convergence analysis of the self-dual optimally conditioned ssvm method of oren-spedicato
• Rates of superlinear convergence for classical quasi-Newton methods
• Analysis of a self-scaling quasi-Newton method
• A classification of quasi-Newton methods
• An \(LDL^{\mathrm{T}}\) trust-region quasi-Newton method
• A Broyden class of quasi-Newton methods for Riemannian optimization
• Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems
• Damped techniques for enforcing convergence of quasi-Newton methods
• A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• On the behaviour of a combined extra-updating/self-scaling BFGS method
• Variational quasi-Newton methods for unconstrained optimization
• Limited memory methods with improved symmetric rank-one updates and its applications on nonlinear image restoration
• The least prior deviation quasi-Newton update
• Extra updates for the bfgs method^∗
• Variable metric methods for unconstrained optimization and nonlinear least squares
• On solving large-scale limited-memory quasi-Newton equations
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization
• On measure functions for the self-scaling updating formulae for quasi-newton methods^∗
• The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
• A modified Broyden-like quasi-Newton method for nonlinear equations
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

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