On the conditioning of the Hessian approximation in quasi-Newton methods

DOI10.1016/0377-0427(91)90207-ZMaRDI QIDQ809555zbMATH OpenFDO

Authors Adel F. Saadallah, J. A. Ford

Publication date 1991

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

zbMATH Keywords

condition numberconditioningquasi-Newton methodsBroyden-Fletcher-Goldfarb-Shanno methodNumerical testsinverse Hessian approximation

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 67160
• Structure of quasi-Newton minimization methods
• scientific article; zbMATH DE number 4082858
• On the use of curvature estimates in quasi-Newton methods
• Quasi-Newton methods based on dispersed methods of recovery of the Hessian

Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 4091191 (Why is no real title available?)
• scientific article; zbMATH DE number 3474862 (Why is no real title available?)
• scientific article; zbMATH DE number 3611090 (Why is no real title available?)
• scientific article; zbMATH DE number 3436540 (Why is no real title available?)
• scientific article; zbMATH DE number 3325269 (Why is no real title available?)
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• A Family of Variable-Metric Methods Derived by Variational Means
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Conditioning of Quasi-Newton Methods for Function Minimization
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• On the construction of minimization methods of quasi-Newton type
• On the selection of parameters in Self Scaling Variable Metric Algorithms
• Optimal conditioning of self-scaling variable Metric algorithms
• Testing Unconstrained Optimization Software
• The Convergence of a Class of Double-rank Minimization Algorithms

Cited in

(4)

• scientific article; zbMATH DE number 67160 (Why is no real title available?)
• Cancellation Errors in Quasi-Newton Methods
• scientific article; zbMATH DE number 4082858 (Why is no real title available?)
• Approximate greatest descent method and quasi-Newton matrices in optimization

Describes a project that uses

Uses Software

• Algorithm 500
• minpack

This page was built for publication: On the conditioning of the Hessian approximation in quasi-Newton methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q809555)