Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization

DOI10.1016/J.AMC.2014.01.171zbMath1334.90205OpenAlexW1963768346WikidataQ115361467 ScholiaQ115361467MaRDI QIDQ272601

Wah June Leong, Farzin Modarres Khiyabani

Publication date: 20 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.amc.2014.01.171

zbMATH Keywords

unconstrained optimizationgradient flow methodline-search techniqueODE based methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Methods of reduced gradient type (90C52)

Related Items (1)

Limited memory methods with improved symmetric rank-one updates and its applications on nonlinear image restoration

Uses Software

• L-BFGS
• CUTEr
• minpack
• CUTE

Cites Work

• A hybrid trust region algorithm for unconstrained optimization
• Improved Hessian approximation with modified secant equations for symmetric rank-one method
• Scaled memoryless symmetric rank one method for large-scale optimization
• A nonmonotone trust region method for unconstrained optimization
• An ODE-based trust region method for unconstrained optimization problems
• A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations
• On the limited memory BFGS method for large scale optimization
• Combining trust-region techniques and Rosenbrock methods to compute stationary points
• Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
• A unified gradient flow approach to constrained nonlinear optimization problems
• On the stable equilibrium points of gradient systems
• An ODE-Based Trust Region Filter Algorithm for Unconstrained Optimization
• Structured symmetric rank-one method for unconstrained optimization
• Sizing and Least-Change Secant Methods
• Testing Unconstrained Optimization Software
• CUTE
• Control-theoretic techniques for stepsize selection in implicit Runge-Kutta methods
• A spectral conjugate gradient method for unconstrained optimization
• Benchmarking optimization software with performance profiles.
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