Modifying the BFGS method

DOI10.1016/S0167-6377(96)00050-8zbMath0879.90172MaRDI QIDQ1362522

Aiping Liao

Publication date: 5 August 1997

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationglobal and superlinear convergencemodified BFGS methodrank-two update methods

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (6)

A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ Unnamed Item ⋮ On the Local and Superlinear Convergence of a Parameterized DFP Method ⋮ An adaptive scaled BFGS method for unconstrained optimization ⋮ Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length

Uses Software

• minpack

Cites Work

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• Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods
• Quasi-Newton Updates in Abstract Vector Spaces
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Testing Unconstrained Optimization Software
• Quasi-Newton Methods, Motivation and Theory
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods

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