On the performance of switching BFGS/SR1 algorithms for unconstrained optimization

DOI10.1080/10556780310001625019zbMath1054.90093OpenAlexW2016852760MaRDI QIDQ3156720

Mehiddin Al-Baali, Roberto Musmanno, Antonio Fuduli

Publication date: 11 January 2005

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780310001625019

zbMATH Keywords

updating methodsBroyden-Fletcher-Goldfarb-Shanno updating formula

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)

Related Items (2)

Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems ⋮ A symmetric rank-one method based on extra updating techniques for unconstrained optimization

Cites Work

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• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Matrix conditioning and nonlinear optimization
• Numerical Optimization
• Convergence Properties of a Class of Rank-two Updates
• CUTE
• Extra updates for the bfgs method^∗
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• A new approach to variable metric algorithms
• Benchmarking optimization software with performance profiles.

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