A quasi-Newton method using a nonquadratic model

DOI10.1016/0377-0427(92)00115-PzbMath0810.65057MaRDI QIDQ1339359

Adel F. Saadallah

Publication date: 1 December 1994

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

zbMATH Keywords

unconstrained optimizationnumerical experimentsBFGS algorithmquasi-Newton algorithmsBroyden-Fletcher-Goldfarb-Shanno algorithmnonquadratic polynomial models

Mathematics Subject Classification ID

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

Uses Software

• Algorithm 500
• minpack

Cites Work

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• On the construction of minimization methods of quasi-Newton type
• A rational gradient model for minimization
• A variable metric-method for function minimization derived from invariancy to nonlinear scaling
• A Note on Minimization Algorithms which make Use of Non-quardratic Properties of the Objective Function
• Conic Approximations and Collinear Scalings for Optimizers
• Testing Unconstrained Optimization Software
• On the selection of parameters in Self Scaling Variable Metric Algorithms
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Optimal conditioning of self-scaling variable Metric algorithms
• A Rapidly Convergent Descent Method for Minimization
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• Quasi-Newton Methods and their Application to Function Minimisation
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization