On the behaviour of a combined extra-updating/self-scaling BFGS method

DOI10.1016/S0377-0427(00)00554-9zbMath1012.65061MaRDI QIDQ5946739

Mehiddin Al-Baali

Publication date: 14 October 2001

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithms; unconstrained optimization; quasi-Newton updates; Broyden-Fletcher-Goldfarb-Shannon methods; self-scaling

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C53: Methods of quasi-Newton type

Related Items

A class of diagonal preconditioners for limited memory BFGS method, Gaussian processes for history-matching: application to an unconventional gas reservoir, The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems

Uses Software

• minpack

Cites Work

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