New quasi-Newton methods via higher order tensor models
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Publication:629502
The authors propose a new quasi-Newton equation in nonlinear optimization by using the fourth order tensor model of the objective function. The modified equation is able to reduce the multiplier of the third order error term to 1/6 and to drop the fourth order error term, making a better approximation to the Hessian matrix. The global and local convergence of the proposed method is established. Some numerical results are presented to show that the effectiveness of the modified algorithm.
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Cited in
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- A new subspace minimization conjugate gradient method based on modified secant equation for unconstrained optimization
- 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
- A modified quasi-Newton method for nonlinear equations
- Several efficient gradient methods with approximate optimal stepsizes for large scale unconstrained optimization
- A new non-linear least square algorithm based on quasi-Newton type equations
- Scaling on the spectral gradient method
- Higher Order Tensor-Based Method for Delayed Exponential Fitting
- A new modified scaled conjugate gradient method for large-scale unconstrained optimization with non-convex objective function
- 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
- Competitive secant (BFGS) methods based on modified secant relations for unconstrained optimization
- Approximating Higher-Order Derivative Tensors Using Secant Updates
- Some improved Dai-Yuan conjugate gradient methods for large-scale unconstrained optimization problems
- A New Dai-Liao Conjugate Gradient Method based on Approximately Optimal Stepsize for Unconstrained Optimization
- A general family of modified BFGS methods for unconstrained optimization
- An augmented memoryless Davidon–Fletcher–Powell method based on the Dai–Liao approach
- Analysis of a new BFGS algorithm and conjugate gradient algorithms and their applications in image restoration and machine learning
- A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems
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