Numerical comparison of several variable metric algorithms

DOI10.1007/BF00933517zbMath0369.90124OpenAlexW1981376511MaRDI QIDQ1243254

David F. Shanno, Kang Hoh Phua

Publication date: 1978

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00933517

Mathematics Subject Classification ID

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

Related Items

On Variable-Metric Methods for Sparse Hessians, Some numerical experiments with variable-storage quasi-Newton algorithms, A new and dynamic method for unconstrained minimization, L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family, QN-like variable storage conjugate gradients, Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function, Optimal low-order controller design via `LQG-like' parametrization, A parallel unconstrained quasi-Newton algorithm and its performance on a local memory parallel computer, A descent Anderson-Moore algorithm for optimal decentralized control

Uses Software

• Algorithm 500

Cites Work

• On the Modification of LDL T Factorizations
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Optimally conditioned optimization algorithms without line searches
• Matrix conditioning and nonlinear optimization
• 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
• Conditioning of Quasi-Newton Methods for Function Minimization
• A New Algorithm for Unconstrained Optimization
• Unnamed Item