Automatic Column Scaling Strategies for Quasi-Newton Methods

DOI10.1137/0803032zbMath0787.65036OpenAlexW2032076447MaRDI QIDQ3140009

Marucha Lalee, Nocedal, Jorge

Publication date: 6 December 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803032

zbMATH Keywords

unconstrained minimizationscalingquasi-Newton methodssuperlinear convergenceBFGS update formulaBFGS-methodPowell method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (6)

Modifying the BFGS update by a new column scaling technique ⋮ Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization ⋮ A double parameter scaled BFGS method for unconstrained optimization ⋮ Analysis of a self-scaling quasi-Newton method ⋮ The revised DFP algorithm without exact line search ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Uses Software

• minpack

This page was built for publication: Automatic Column Scaling Strategies for Quasi-Newton Methods