Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
From MaRDI portal
Publication:5953932
DOI10.1016/S0377-0427(00)00713-5zbMath1001.65065MaRDI QIDQ5953932
Zhang, Jianzhong, Cheng-Xian Xu
Publication date: 25 April 2002
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
numerical experiments; nonlinear optimization; quasi-Newton methods; superlinear convergence; Broyden family of updates; curvature approximation; positive-definite update; quasi-Newton equation
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C53: Methods of quasi-Newton type
Related Items
Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations, Global convergence of a memory gradient method for unconstrained optimization, A compact limited memory method for large scale unconstrained optimization, Multi-step nonlinear conjugate gradient methods for unconstrained minimization, Local and superlinear convergence of quasi-Newton methods based on modified secant conditions, A nonlinear conjugate gradient method based on the MBFGS secant condition, A trust-region method with a conic model for unconstrained optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence of quasi-Newton matrices generated by the symmetric rank one update
- New quasi-Newton equation and related methods for unconstrained optimization
- Multi-step quasi-Newton methods for optimization
- Unified approach to quadratically convergent algorithms for function minimization
- A Modified BFGS Algorithm for Unconstrained Optimization
- A class of rank-one positive definite qnasi-newton updates for unconstrained minimization2
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- Conic Approximations and Collinear Scalings for Optimizers
- Testing Unconstrained Optimization Software
- Tensor Methods for Unconstrained Optimization Using Second Derivatives
- Quasi-Newton Methods, Motivation and Theory
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
- Quasi-newton algorithms generate identical points
- Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
