Optimal conditioning of self-scaling variable Metric algorithms

From MaRDI portal
Publication:4110808

DOI10.1007/BF01580654zbMath0342.90045OpenAlexW2061054410MaRDI QIDQ4110808

Emilio Spedicato, Shmuel S. Oren

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf01580654



Related Items

A hybrid scaling parameter for the scaled memoryless BFGS method based on the ℓ matrix norm, Numerical simulation of tridimensional electromagnetic shaping of liquid metals, Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update, Computational experience with known variable metric updates, A descent hybrid conjugate gradient method based on the memoryless BFGS update, Family of optimally conditioned quasi-Newton updates for unconstrained optimization, A quasi-Newton method using a nonquadratic model, A modified scaling parameter for the memoryless BFGS updating formula, Numerical experiments with variations of the Gauss-Newton algorithm for nonlinear least squares, A class of descent four-term extension of the Dai-Liao conjugate gradient method based on the scaled memoryless BFGS update, A trust-region strategy for minimization on arbitrary domains, Scaling damped limited-memory updates for unconstrained optimization, Mechanical system modelling using recurrent neural networks via quasi- Newton learning methods, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, Variationally derived algorithms in the ABS class for linear systems, The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems, Two accelerated nonmonotone adaptive trust region line search methods, Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme, Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems, Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model, A modified Dai-Kou-type method with applications to signal reconstruction and blurred image restoration, A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization, Using function-values in multi-step quasi-Newton methods, Symmetric Perry conjugate gradient method, Two modified scaled nonlinear conjugate gradient methods, On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae, An Accelerated Three-Term Extension of a Descent Nonlinear Conjugate Gradient Method, New conjugate gradient algorithms based on self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method, A double parameter self-scaling memoryless BFGS method for unconstrained optimization, A projection-based derivative free DFP approach for solving system of nonlinear convex constrained monotone equations with image restoration applications, A modified scaled memoryless symmetric rank-one method, Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation, A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM, Computational experience with conjugate gradient algorithms, An Optimal Broyden Updating Formula And Its Application To Nonliner Least Squares, A descent family of the spectral Hestenes–Stiefel method by considering the quasi-Newton method, An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions, A diagonally scaled Newton-type proximal method for minimization of the models with nonsmooth composite cost functions, A scaled nonlinear conjugate gradient algorithm for unconstrained optimization, Perspectives on self-scaling variable metric algorithms, Gaussian processes for history-matching: application to an unconventional gas reservoir, New Basic Hessian Approximations for Large-Scale Nonlinear Least-Squares Optimization, New combined method for unconstrained minimization, Some numerical experiments with variable-storage quasi-Newton algorithms, Quasi-Newton-Verfahren vom Rang-Eins-Typ zur Lösung unrestringierter Minimierungsprobleme. I: Verfahren und grundlegende Eigenschaften, Quasi-Newton-Verfahren vom Rang-Eins-Typ zur Lösung unrestringierter Minimierungsprobleme. II: n-Schritt-quadratische Konvergenz für Restart-Varianten, Superlinear convergence of symmetric Huang's class of methods, A class of self-dual updating formulae in the broyden family, Partitioned variable metric updates for large structured optimization problems, A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization, A combined class of self-scaling and modified quasi-Newton methods, Computational experiments with scaled initial hessian approximation for the broyden family methods, Conjugate gradient methods using quasi-Newton updates with inexact line searches, Unnamed Item, An adaptive nonmonotone trust region algorithm, Convergence analysis of the self-dual optimally conditioned ssvm method of oren-spedicato, Convergence acceleration of direct trajectory optimization using novel Hessian calculation methods, Low rank updates in preconditioning the saddle point systems arising from data assimilation problems, A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization, Cubic regularization in symmetric rank-1 quasi-Newton methods, Global convergence property of scaled two-step BFGS method, Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing, Erratum to: Scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization, A class of diagonal preconditioners for limited memory BFGS method, Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length, Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization, A variable metric-method for function minimization derived from invariancy to nonlinear scaling, A bound to the condition number of canonical rank-two corrections and applications to the variable metric method, On the behaviour of a combined extra-updating/self-scaling BFGS method, Scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization, Matrix conditioning and nonlinear optimization, An assessment of two approaches to variable metric methods, New accelerated conjugate gradient algorithms as a modification of Dai-Yuan's computational scheme for unconstrained optimization, Scaled memoryless symmetric rank one method for large-scale optimization, A modified nonmonotone trust region line search method, An adaptive family of projection methods for constrained monotone nonlinear equations with applications, An augmented memoryless BFGS method based on a modified secant equation with application to compressed sensing, Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point, Wide interval for efficient self-scaling quasi-Newton algorithms, On a conjecture of Dixon and other topics in variable metric methods, L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family, A new descent spectral Polak-Ribière-Polyak method based on the memoryless BFGS update, Numerical expirience with a class of self-scaling quasi-Newton algorithms, Optimal conditioning in the convex class of rank two updates, A new gradient method via quasi-Cauchy relation which guarantees descent, Computational experience with bank-one positive definite quasi-newton algorithms, Unnamed Item, An adaptive nonmonotone trust region method based on a modified scalar approximation of the Hessian in the successive quadratic subproblems, Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing, QN-like variable storage conjugate gradients, Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function, Variable metric methods for unconstrained optimization and nonlinear least squares, On measure functions for the self-scaling updating formulae for quasi-newton methods, On the conditioning of the Hessian approximation in quasi-Newton methods, Variationally derived scaling and variable metric updates from the preconvex part of the Broyden family, Sizing the BFGS and DFP updates: Numerical study, A fast and robust unconstrained optimization method requiring minimum storage



Cites Work