Performance of various BFGS implementations with limited precision second-order information

DOI10.1017/S1446181100013535zbMath1099.90076OpenAlexW1991461947MaRDI QIDQ4831775

D. Byatt, Price, C. J., Ian D. Coope

Publication date: 3 January 2005

Published in: The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446181100013535

Mathematics Subject Classification ID

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

Uses Software

• minpack

Cites Work

• Unnamed Item
• Conjugate grids for unconstrained optimisation
• Updating conjugate directions by the BFGS formula
• Testing Unconstrained Optimization Software
• Optimally conditioned optimization algorithms without line searches
• A Revised Modified Cholesky Factorization Algorithm
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Quasi-Newton Methods for Unconstrained Optimization

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