Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations

DOI10.1016/S0377-0427(00)00713-5zbMath1001.65065OpenAlexW2033947507MaRDI QIDQ5953932

Zhang, Jianzhong, Cheng-Xian Xu

Publication date: 25 April 2002

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

Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00713-5

zbMATH Keywords

numerical experimentsnonlinear optimizationquasi-Newton methodssuperlinear convergenceBroyden family of updatescurvature approximationpositive-definite updatequasi-Newton equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Uses Software

• NL2SOL
• minpack

Cites Work

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• 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

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