On the use of curvature estimates in quasi-Newton methods

DOI10.1016/0377-0427(91)90206-YMaRDI QIDQ809553zbMATH OpenOpenAlexFDO

Authors R.-A. Ghandhari, J. A. Ford

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0377-0427(91)90206-y

zbMATH Keywords

curvature estimatesmethod of secant equationsminimization algorithmsquasi-Newton methodsTest resultsunconstrained minimum

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The quasi-Newton approach for locating an unconstrained minimum of an objective function is considered. The authors construct three minimization algorithms which employ function-value information via curvature estimates. Each method gives rise to a modified method of secant equations. Test results indicate that the methods are applicable and can yield computational gains.

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Cites work

• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• A Note on Minimization Algorithms which make Use of Non-quardratic Properties of the Objective Function
• A Rapidly Convergent Descent Method for Minimization
• Conditioning of Quasi-Newton Methods for Function Minimization
• scientific article; zbMATH DE number 4091191 (Why is no real title available?)
• scientific article; zbMATH DE number 67160 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3325269 (Why is no real title available?)
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• On the use of curvature estimates in quasi-Newton methods
• On the use of function-values in unconstrained optimisation
• Quasi-Newton Methods and their Application to Function Minimisation
• Testing Unconstrained Optimization Software
• The Convergence of a Class of Double-rank Minimization Algorithms

Cited in

(11)

• On the construction of minimization methods of quasi-Newton type
• Multi-step quasi-Newton methods for optimization
• Quasi-Newton method by Hermite interpolation
• Using function-values in multi-step quasi-Newton methods
• Numerical experience with multiple update quasi-Newton methods for unconstrained optimization
• Estimation of systems of equations subject to curvature constraints
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• A generalized Newton–Raphson method using curvature
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• On the use of curvature estimates in quasi-Newton methods
• On the conditioning of the Hessian approximation in quasi-Newton methods

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Uses Software

• minpack

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