Beyond symmetric Broyden for updating quadratic models in minimization without derivatives

DOI10.1007/s10107-011-0510-yzbMath1266.65095OpenAlexW2165038258MaRDI QIDQ1949262

M. J. D. Powell

Publication date: 6 May 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-011-0510-y

zbMATH Keywords

algorithmconvergencenumerical experimentstrust region methodquadratic modelssymmetric Broydenminimization without derivativestruncated conjugate gradients

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (7)

A symmetric grouped and ordered multi-secant Quasi-Newton update formula ⋮ The Gauss-Newton Methods via Conjugate Gradient Path without Line Search Technique for Solving Nonlinear Systems ⋮ On fast trust region methods for quadratic models with linear constraints ⋮ Secant update generalized version of PSB: a new approach ⋮ Derivative-free optimization methods ⋮ Recent advances in trust region algorithms ⋮ Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients

Uses Software

• NEWUOA
• BOBYQA

Cites Work

• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Introduction to Derivative-Free Optimization
• On the Local and Superlinear Convergence of Quasi-Newton Methods
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