Using nonlinear functions to approximate a new quasi-Newton method for unconstrained optimization problems

DOI10.1007/s11075-020-00986-7zbMath1465.65050OpenAlexW3047513213MaRDI QIDQ2028038

Yanyan Li

Publication date: 31 May 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-020-00986-7

zbMATH Keywords

unconstrained optimizationquasi-Newton method

Mathematics Subject Classification ID

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

Uses Software

• CUTEr

Cites Work

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• CUTEr and SifDec
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• A modified BFGS method and its global convergence in nonconvex minimization
• A nonlinear model for function-value multistep methods
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
• Benchmarking optimization software with performance profiles.

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