A Theoretical and Experimental Study of the Symmetric Rank-One Update

DOI10.1137/0803001zbMATH Open0771.65029OpenAlexW2095211439MaRDI QIDQ4697306FDOQ4697306

Authors: H. Fayez Khalfan, R. H. Byrd, Robert B. Schnabel 

Publication date: 29 June 1993

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

Full work available at URL: https://semanticscholar.org/paper/2effd10af1f03d00bc1e09d19620caa1769f476b

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zbMATH Keywords

performanceunconstrained optimizationnumerical experimentssuperlinear convergencequasi-Newton methodtrust regionsecant methodslinear searchsymmetric rank-one update method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cited In (38)

• Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations
• A Nitsche-based non-intrusive coupling strategy for global/local isogeometric structural analysis
• Wide interval for efficient self-scaling quasi-Newton algorithms
• Accelerating with rank-one updates
• Towards explicit superlinear convergence rate for SR1
• Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm
• A symmetric rank-one quasi-Newton line-search method using negative curvature directions
• Cubic regularization in symmetric rank-1 quasi-Newton methods
• Quasi-Newton methods for machine learning: forget the past, just sample
• Quasi-Newton acceleration for equality-constrained minimization
• Maximum entropy derivation of quasi-Newton methods
• Convergence of Symmetric Rank-One method based on Modified Quasi-Newton equation
• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• Accelerated memory-less SR1 method with generalized secant equation for unconstrained optimization
• Scaled memoryless symmetric rank one method for large-scale optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• A note on memory-less SR1 and memory-less BFGS methods for large-scale unconstrained optimization
• Higher order curvature information and its application in a modified diagonal Secant method
• On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
• Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods
• Secant update generalized version of PSB: a new approach
• A symmetric grouped and ordered multi-secant Quasi-Newton update formula
• Stochastic proximal quasi-Newton methods for non-convex composite optimization
• A quasi-second-order proximal bundle algorithm
• Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems
• Eigenvalues and switching algorithms for Quasi-Newton updates
• Non-intrusive coupling: recent advances and scalable nonlinear domain decomposition
• An overview of stochastic quasi-Newton methods for large-scale machine learning
• The least prior deviation quasi-Newton update
• A Riemannian symmetric rank-one trust-region method
• A new approach to symmetric rank-one updating
• On the performance of a new symmetric rank-one method with restart for solving unconstrained optimization problems
• Structured symmetric rank-one method for unconstrained optimization
• On solving L-SR1 trust-region subproblems
• A restarting approach for the symmetric rank one update for unconstrained optimization
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization
• An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
• Title not available (Why is that?)

Uses Software

• GQTPAR

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