New quasi-Newton methods via higher order tensor models

DOI10.1016/j.cam.2010.10.041zbMath1211.65068OpenAlexW1989818863MaRDI QIDQ629502

Fahimeh Biglari, Wah June Leong, Malik Abu Hassan

Publication date: 9 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.cam.2010.10.041

zbMATH Keywords

numerical resultsnonlinear optimizationsuperlinear convergencecurvature approximationquasi-Newton equationfourth order tensor modelmodified quasi-Newton methods

Mathematics Subject Classification ID

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

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A new adaptive Barzilai and Borwein method for unconstrained optimization ⋮ Scaling on the spectral gradient method ⋮ A modified quasi-Newton method for nonlinear equations ⋮ Several efficient gradient methods with approximate optimal stepsizes for large scale unconstrained optimization ⋮ An accelerated descent CG algorithm with clustering the eigenvalues for large-scale nonconvex unconstrained optimization and its application in image restoration problems ⋮ A class of spectral three-term descent Hestenes-Stiefel conjugate gradient algorithms for large-scale unconstrained optimization and image restoration problems ⋮ Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions ⋮ A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems ⋮ Competitive secant (BFGS) methods based on modified secant relations for unconstrained optimization ⋮ A new subspace minimization conjugate gradient method based on modified secant equation for unconstrained optimization ⋮ A new modified scaled conjugate gradient method for large-scale unconstrained optimization with non-convex objective function ⋮ An improved Dai-Kou conjugate gradient algorithm for unconstrained optimization ⋮ A new hybrid conjugate gradient method for large-scale unconstrained optimization problem with non-convex objective function ⋮ An adaptive sizing BFGS method for unconstrained optimization

Cites Work

• Practical quasi-Newton methods for solving nonlinear systems
• New quasi-Newton methods for unconstrained optimization problems
• Optimization theory and methods. Nonlinear programming
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Quasi-Newton Methods, Motivation and Theory
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
• Benchmarking optimization software with performance profiles.
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