Parallel quasi-Newton methods for unconstrained optimization

DOI10.1007/BF01589407zbMath0665.90085OpenAlexW2060003020MaRDI QIDQ1116897

Robert B. Schnabel, Gerald A. Shultz, Byrd, Richard H.

Publication date: 1988

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01589407

zbMATH Keywords

unconstrained optimizationBFGS methodquasi-Newton methodsparallel computerscomputaional experimentssequential secant method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

Related Items (16)

Quasi-Newton method by Hermite interpolation ⋮ The linear algebra of block quasi-Newton algorithms ⋮ A parallel algorithm for constrained optimization problems ⋮ Numerical experience with multiple update quasi-Newton methods for unconstrained optimization ⋮ On bandwidth selection using minimal spanning tree for kernel density estimation ⋮ Transformation of uniformly distributed particle ensembles ⋮ Extra multistep BFGS updates in quasi-Newton methods ⋮ A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization ⋮ An alternative globalization strategy for unconstrained optimization ⋮ Multi-directional parallel algorithms for unconstrained optimization ⋮ Block truncated-Newton methods for parallel optimization ⋮ Some theoretical properties of Feng-Schnabel algorithm for block bordered nonlinear systems ⋮ Global convergence of nonmonotone strategies in parallel methods for block-bordered nonlinear systems ⋮ Unnamed Item ⋮ Extra updates for the bfgs method^∗ ⋮ A parallel unconstrained quasi-Newton algorithm and its performance on a local memory parallel computer

Uses Software

• MINOS
• minpack
• GQTPAR

Cites Work

• Unnamed Item
• Unnamed Item
• Concurrent function evaluations in local and global optimization
• Computing a Trust Region Step
• Tensor Methods for Nonlinear Equations
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• Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Testing Unconstrained Optimization Software
• Optimally conditioned optimization algorithms without line searches
• Factorized Variable Metric Methods for Unconstrained Optimization
• Matrix conditioning and nonlinear optimization
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• Methods for Modifying Matrix Factorizations
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

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