A variable metric algorithm for unconstrained minimization without evaluation of derivatives

DOI10.1007/BF01395952zbMath0471.65040MaRDI QIDQ1157671

J. Bräuninger

Publication date: 1981

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132708

zbMATH Keywords

convergenceunconstrained minimizationsuperlinearvariable metric algorithmBroyden-Fletcher-Goldfarb-Shanno-method

Mathematics Subject Classification ID

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

Related Items (1)

STUDYING THE BASIN OF CONVERGENCE OF METHODS FOR COMPUTING PERIODIC ORBITS

Uses Software

• BRENT

Cites Work

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• Variable Metric Method for Minimization
• A superlinearly convergent algorithm for minimization without evaluating derivatives
• Quasi-Newton Methods, Motivation and Theory
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Function Minimization Without Evaluating Derivatives--a Review
• A Family of Variable-Metric Methods Derived by Variational Means
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• On the Convergence of the Variable Metric Algorithm
• Conditioning of Quasi-Newton Methods for Function Minimization
• A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives

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