New implicit updates in multi-step quasi-Newton methods for unconstrained optimisation

DOI10.1016/S0377-0427(02)00701-XzbMath1025.65035MaRDI QIDQ1872935

S. Tharmlikit, John A. Ford

Publication date: 19 May 2003

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

zbMATH Keywords

numerical examplesBFGS methodquasi-Newton methodsmulti-step methodsfixed-point algorithmunconstrained optimisationimplicit update methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (8)

A new two-step gradient-type method for large-scale unconstrained optimization ⋮ An improved multi-step gradient-type method for large scale optimization ⋮ A two-step matrix-free secant method for solving large-scale systems of nonlinear equations ⋮ Accumulative approach in multistep diagonal gradient-type method for large-scale unconstrained optimization ⋮ A new descent algorithm with curve search rule ⋮ A new class of memory gradient methods with inexact line searches ⋮ A new super-memory gradient method with curve search rule ⋮ Three-step fixed-point quasi-Newton methods for unconstrained optimisation

Uses Software

• minpack

Cites Work

• Unnamed Item
• Multi-step quasi-Newton methods for optimization
• Minimum curvature multistep quasi-Newton methods
• Alternating multi-step quasi-Newton methods for unconstrained optimization
• Testing Unconstrained Optimization Software
• 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
• Implicit updates in multistep quasi-Newton methods

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