On the Local and Superlinear Convergence of Quasi-Newton Methods

DOI10.1093/IMAMAT/12.3.223MaRDI QIDQ4768564zbMATH OpenOpenAlexFDO

Authors Jorge J. Moré, C. G. Broyden, J. E. jun. Dennis

Publication date 1973

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamat/12.3.223

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) General theory of numerical analysis in abstract spaces (65J05) Numerical computation of solutions to systems of equations (65H10)

Cited in

(only showing first 100 items - show all)

• Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations
• Practical quasi-Newton methods for solving nonlinear systems
• A quasi-Newton method for solving nonlinear algebraic equations
• scientific article; zbMATH DE number 7499215 (Why is no real title available?)
• On some classes of variationally derived quasi-Newton methods for systems of nonlinear algebraic equations
• A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information
• A primal-dual interior-point algorithm for nonlinear least squares constrained problems
• Adapting Broyden method to handle linear constraints imposed via Lagrange multipliers
• A new trust region–sequential quadratic programming approach for nonlinear systems based on nonlinear model predictive control
• Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
• On The convergence of the quasi-gauss-newton methods for solving nonlinear systems
• The convergence of matrices generated by rank-2 methods from the restricted \(\beta\)-class of Broyden
• On the local convergence of adjoint Broyden methods
• Convergence analysis of an improved BFGS method and its application in the Muskingum model
• The global convergence of a modified BFGS method for nonconvex functions
• Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods
• A class of factorization update algorithm for solving systems of sparse nonlinear equations
• Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
• Some remarks on the symmetric rank-one update
• Combined lp and quasi-Newton methods for minimax optimization
• Broyden's method for nonlinear eigenproblems
• Beyond symmetric Broyden for updating quadratic models in minimization without derivatives
• Quasi-Newton methods with factorization scaling for solving sparse nonlinear systems of equations
• Quasi-newton methods for monlinear equations and unconstrained optimization problems
• Least change update methods for nonlinear systems with nondifferentiable terms^∗
• A class of parallel doubly stochastic algorithms for large-scale learning
• Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm
• A Jacobian smoothing inexact Newton method for solving the nonlinear complementary problem
• A modified two-parameter scaled Broyden-type algorithm for unconstrained optimization problems
• A limited memory quasi-Newton trust-region method for box constrained optimization
• Factorized quasi-Newton methods for nonlinear least squares problems
• Adaptive matrix algebras in unconstrained minimization
• Towards explicit superlinear convergence rate for SR1
• On the Convergence of a Quasi-Newton Method for Sparse Nonlinear Systems
• Parameter identification in multistage population dynamics model
• Low-rank update of the restricted additive Schwarz preconditioner for nonlinear systems
• A globally convergent improved BFGS method for generalized Nash equilibrium problems
• A practical update criterion for SQP method
• A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
• A globally convergent BFGS method for nonlinear monotone equations without any merit functions
• Local convergence of quasi-Newton methods for B-differentiable equations
• Convergence of Broyden-like matrix
• On the convergence of quasi-newton methods for nonsmooth problems
• Interpolation by conic model for unconstrained optimization
• A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting
• Quasi-Newton methods for solving underdetermined nonlinear simultaneous equations
• Non-asymptotic superlinear convergence of standard quasi-Newton methods
• A multi-iterate method to solve systems of nonlinear equations
• On Secant Updates for Use in General Constrained Optimization
• Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
• Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations
• Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization
• A modified BFGS method and its global convergence in nonconvex minimization
• Two improved classes of Broyden's methods for solving nonlinear systems of equations
• A quasi-Newton method for estimating the parameter in a nonlinear hyperbolic system
• On the order of convergence of Broyden's method. Faster convergence on mixed linear-nonlinear systems of equations and a conjecture on the q-order
• Broyden's method in Hilbert space
• Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem
• Local analysis of Newton-type methods for variational inequalities and nonlinear programming
• A quasi-Newton modified LP-Newton method
• The method of successive orthogonal projections for solving nonlinear simultaneous equations
• On zeros of polynomial and vector solutions of associated polynomial system from Viëta theorem
• The global convergence of the BFGS method with a modified WWP line search for nonconvex functions
• The global convergence of the BFGS method under a modified Yuan-Wei-Lu line search technique
• One class of dual matrix methods
• A family of variable metric proximal methods
• A limited memory BFGS-type method for large-scale unconstrained optimization
• On the order of convergence of certain quasi-Newton methods
• A modified Hestenes-Stiefel conjugate gradient algorithm for large-scale optimization
• On the stable global convergence of particular quasi-newton-methods
• Convergence of Newton-like-iterative methods
• Parameter space study of optimal scale-dependent weights in TV image denoising
• Jacobi-free and complex-free method for finding simultaneously all zeros of polynomials having only real zeros
• The column-updating method for solving nonlinear equations in Hilbert space
• Techniques for nonlinear least squares and robust regression
• IQN: an incremental quasi-Newton method with local superlinear convergence rate
• Global convergence of BFGS and PRP methods under a modified weak Wolfe-Powell line search
• Newton's method and quasi-Newton-SQP method for general \(\text{LC}^1\) constrained optimization
• An adaptive learning rate backpropagation-type neural network for solving \(n\times n\) systems on nonlinear algebraic equations
• A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence
• New results on superlinear convergence of classical quasi-Newton methods
• A quasi-Gauss-Newton method for solving nonlinear algebraic equations
• On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class
• Convergence analysis of a modified BFGS method on convex minimizations
• A matrix-free quasi-Newton method for solving large-scale nonlinear systems
• The Gauss-Newton methods via conjugate gradient path without line search technique for solving nonlinear systems
• Greedy quasi-Newton methods with explicit superlinear convergence
• Optimal conditioning in the convex class of rank two updates
• A modified BFGS algorithm based on a hybrid secant equation
• New quasi-Newton equation and related methods for unconstrained optimization
• Real-time motion planning for multibody systems
• An extension of the theory of secant preconditioners
• Greedy PSB methods with explicit superlinear convergence
• Local and superlinear convergence of a class of variable metric methods
• Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
• Rates of superlinear convergence for classical quasi-Newton methods
• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• On the relation between quadratic termination and convergence properties of minimization algorithms. Part I. Theory
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms

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