A restarting approach for the symmetric rank one update for unconstrained optimization

DOI10.1007/S10589-007-9115-ZMaRDI QIDQ632383zbMATH OpenOpenAlexFDO

Authors W. J. Leong, M. A. Hassan

Publication date 24 March 2011

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-007-9115-z

zbMATH Keywords

unconstrained optimizationsymmetric rank onevolume of ellipsoid

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3687182 (Why is no real title available?)
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• A modified rank one update which converges \(Q\)-superlinearly
• A new approach to symmetric rank-one updating
• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Matrix conditioning and nonlinear optimization
• Measures for Symmetric Rank-One Updates
• Optimal Conditioning and Convergence in Rank One Quasi-Newton Updates
• Sizing and Least-Change Secant Methods
• Testing Unconstrained Optimization Software

Cited in

(10)

• A sufficient descent three-term conjugate gradient method via symmetric rank-one update for large-scale optimization
• Maximum entropy derivation of quasi-Newton methods
• Convergence of a positive definite symmetric rank one method with restart
• Scaled memoryless symmetric rank one method for large-scale optimization
• On the performance of a new symmetric rank-one method with restart for solving unconstrained optimization problems
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization
• Nonmonotone spectral gradient method based on memoryless symmetric rank-one update for large-scale unconstrained optimization
• Structured symmetric rank-one method for unconstrained optimization
• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• scientific article; zbMATH DE number 4074376 (Why is no real title available?)

Describes a project that uses

Uses Software

• Algorithm 500
• minpack

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