Extra updates for the bfgs method∗
DOI10.1080/10556780008805781zbMATH Open0957.90115OpenAlexW2094840107MaRDI QIDQ4508673FDOQ4508673
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
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unconstrained optimizationBFGS methodglobal and superlinear convergencequasi-Newton updatesquadratic termination
Programming involving graphs or networks (90C35) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)
Cites Work
- Testing Unconstrained Optimization Software
- A Rapidly Convergent Descent Method for Minimization
- On the limited memory BFGS method for large scale optimization
- Title not available (Why is that?)
- Quasi-Newton Methods, Motivation and Theory
- Matrix conditioning and nonlinear optimization
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- Numerical expirience with a class of self-scaling quasi-Newton algorithms
- Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function
- How bad are the BFGS and DFP methods when the objective function is quadratic?
- On the Behavior of Broyden’s Class of Quasi-Newton Methods
- Parallel quasi-Newton methods for unconstrained optimization
- Stability of Huang's update for the conjugate gradient method
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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