Extra updates for the bfgs method∗

DOI10.1080/10556780008805781MaRDI QIDQ4508673zbMATH OpenOpenAlexFDO

Authors Mehiddin Al-Baali

Publication date 3 October 2000

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780008805781

zbMATH Keywords

unconstrained optimizationBFGS methodglobal and superlinear convergencequasi-Newton updatesquadratic termination

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

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Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• A Rapidly Convergent Descent Method for Minimization
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Matrix conditioning and nonlinear optimization
• Numerical expirience with a class of self-scaling quasi-Newton algorithms
• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• On the limited memory BFGS method for large scale optimization
• Parallel quasi-Newton methods for unconstrained optimization
• Quasi-Newton Methods, Motivation and Theory
• Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function
• Stability of Huang's update for the conjugate gradient method
• Testing Unconstrained Optimization Software

Cited in

(13)

• Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations
• Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization
• Modifying the BFGS update by a new column scaling technique
• Global convergence property of scaled two-step BFGS method
• A descent hybrid conjugate gradient method based on the memoryless BFGS update
• Numerical experience with multiple update quasi-Newton methods for unconstrained optimization
• On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
• Extra multistep BFGS updates in quasi-Newton methods
• A class of approximate inverse preconditioners based on Krylov-subspace methods for large-scale nonconvex optimization
• On the behaviour of a combined extra-updating/self-scaling BFGS method
• BFGS method: a new search direction
• Scaled diagonal gradient-type method with extra update for large-scale unconstrained optimization
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization

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