Conditioning of Quasi-Newton Methods for Function Minimization
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Publication:5632068
DOI10.2307/2004840zbMATH Open0225.65073OpenAlexW4241367446MaRDI QIDQ5632068FDOQ5632068
Authors: David F. Shanno
Publication date: 1971
Full work available at URL: https://doi.org/10.2307/2004840
Cites Work
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Cited In (only showing first 100 items - show all)
- Generating conjugate directions without line searches using factorized variable metric updating formulas
- The global convergence of a modified BFGS method for nonconvex functions
- Substitute derivatives in unconstrained optimization: A comparison of finite difference and response surface approximations
- A family of variable metric methods in function space, without exact line searches
- A double parameter scaled BFGS method for unconstrained optimization
- A comparison of nonlinear optimization methods for supervised learning in multilayer feedforward neural networks
- Optimization methods for large-scale machine learning
- Bedrock topography reconstruction of glaciers from surface topography and mass-balance data
- A logistic approach to knowledge structures
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
- Computational experience with methods for estimating sparse hessians for nonlinear optimization
- Minimum Norm Symmetric Quasi-Newton Updates Restricted to Subspaces
- Optimal conditioning in the convex class of rank two updates
- A derivative-free optimization algorithm based on conditional moments
- Bayesian analysis of Birnbaum-Saunders distribution via the generalized ratio-of-uniforms method
- Local and superlinear convergence of a class of variable metric methods
- Title not available (Why is that?)
- Subspace selection algorithms to be used with the nonlinear projection methods in solving systems of nonlinear equations
- A robust hedging algorithm
- Extra multistep BFGS updates in quasi-Newton methods
- On averaging and representation properties of the BFGS and related secant updates
- A variable metric algorithm for unconstrained minimization without evaluation of derivatives
- A review of the optimal power flow
- A new BFGS algorithm using the decomposition matrix of the correction matrix to obtain the search directions
- A cut-peak function method for global optimization
- Multidimensional Scaling With Very Large Datasets
- Accelerated conjugate direction methods for unconstrained optimization
- Competitive secant (BFGS) methods based on modified secant relations for unconstrained optimization
- In favor of conjugate directions: a generalized acceptable-point algorithm for function minimization
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- The type I half-logistic family of distributions
- Approximation BFGS methods for nonlinear image restoration
- Composite Newton-PCG and quasi-Newton iterations for nonlinear consolidation
- A compact updating formula for quasi-Newton minimization algorithms
- Superlinear convergence of Broyden's boundedθ-class of methods
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
- A dynamical view of nonlinear conjugate gradient methods with applications to FFT-based computational micromechanics
- A variable-metric method using a nonquadratic model
- A rational gradient model for minimization
- Symmetric quadrature rules for simplexes based on sphere close packed lattice arrangements
- Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
- A new modified BFGS method for unconstrained optimization problems
- Secant relations versus positive definiteness in quasi-Newton methods
- An example of numerical nonconvergence of a variable-metric method
- Three-step fixed-point quasi-Newton methods for unconstrained optimisation
- Correction for item response theory latent trait measurement error in linear mixed effects models
- A modified nonmonotone BFGS algorithm for unconstrained optimization
- On the conditioning of the Hessian approximation in quasi-Newton methods
- On the use of curvature estimates in quasi-Newton methods
- A generalized direct search acceptable-point technique for use with descent-type multivariate algorithms
- The use of alternation and recurrences in two-step quasi-Newton methods
- Approximate quasi-Newton methods
- Numerical comparison of several variable metric algorithms
- Accelerated residual methods for the iterative solution of systems of equations
- On the use of function-values in unconstrained optimisation
- On \(q\)-BFGS algorithm for unconstrained optimization problems
- How does the presence of predators influence the persistence of antipredator behavior?
- A family of quasi-Newton methods for unconstrained optimization problems
- Parallel two-phase methods for global optimization on GPU
- A fast and accurate numerical approach for electromagnetic inversion
- A nonlinear model for function-value multistep methods
- Heavy or semi-heavy tail, that is the question
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- On the usefulness of the logarithmic skew normal distribution for describing claims size data
- Second-order stochastic optimization for machine learning in linear time
- Modified constitutive relation error: an identification framework dealing with the reliability of information
- Maximum entropy derivation of quasi-Newton methods
- Efficient optimization of the likelihood function in Gaussian process modelling
- Computational experience with known variable metric updates
- Global convergence property of scaled two-step BFGS method
- A reduced-space line-search method for unconstrained optimization via random descent directions
- Bilinear quadratures for inner products
- Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms
- Probabilistic line searches for stochastic optimization
- Yield design theory: An efficient static method formulation
- 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
- Numerical experience with multiple update quasi-Newton methods for unconstrained optimization
- Fractional topology optimization of periodic multi-material viscoelastic microstructures with tailored energy dissipation
- Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
- New results on superlinear convergence of classical quasi-Newton methods
- Multi-material thermomechanical topology optimization with applications to additive manufacturing: design of main composite part and its support structure
- Finite mixture modeling of Gaussian regression time series with application to dendrochronology
- A Student-\(t\) full factor multivariate GARCH model
- Robust optimizers for nonlinear programming in approximate dynamic programming
- Balanced data assimilation for highly oscillatory mechanical systems
- Compact representations of structured BFGS matrices
- Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- Estimation of SEM with GARCH errors
- Computing planar and spherical choreographies
- Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models
- Optimal control for a linear system subject to a general ARIMA disturbance
- Systematic study of distributed excitation of unsteady Görtler modes by freestream vortices
- Unconstrained direct optimization of spacecraft trajectories using many embedded Lambert problems
- An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
- Identification of transient boundary conditions with improved cuckoo search algorithm and polynomial approximation
- Adaptive scaling damped BFGS method without gradient Lipschitz continuity
- A quasi-Newton method using a nonquadratic model
- A class of descent four-term extension of the Dai-Liao conjugate gradient method based on the scaled memoryless BFGS update
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