Performance of various BFGS implementations with limited precision second-order information
From MaRDI portal
Publication:4831775
DOI10.1017/S1446181100013535zbMath1099.90076OpenAlexW1991461947MaRDI QIDQ4831775
D. Byatt, Price, C. J., Ian D. Coope
Publication date: 3 January 2005
Published in: The ANZIAM Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1446181100013535
Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)
Uses Software
Cites Work
- Unnamed Item
- Conjugate grids for unconstrained optimisation
- Updating conjugate directions by the BFGS formula
- Testing Unconstrained Optimization Software
- Optimally conditioned optimization algorithms without line searches
- A Revised Modified Cholesky Factorization Algorithm
- Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
- Quasi-Newton Methods for Unconstrained Optimization