A combined class of self-scaling and modified quasi-Newton methods

DOI10.1007/s10589-011-9415-1zbMath1250.90112OpenAlexW2067638828MaRDI QIDQ453615

Mehiddin Al-Baali, Humaid Khalfan

Publication date: 27 September 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-011-9415-1

zbMATH Keywords

unconstrained optimizationline-search frameworkmodified quasi-Newton updatesself-scaling technique

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items

Scaling damped limited-memory updates for unconstrained optimization, Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems, A hybrid quasi-Newton method with application in sparse recovery, Global convergence of a modified Broyden family method for nonconvex functions, Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions, A combined class of self-scaling and modified quasi-Newton methods, Global convergence property of scaled two-step BFGS method, Numerical expirience with a class of self-scaling quasi-Newton algorithms, Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing

Uses Software

• L-BFGS
• CUTEr
• SifDec
• minpack

Cites Work

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