On the behaviour of a combined extra-updating/self-scaling BFGS method
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Publication:5946739
DOI10.1016/S0377-0427(00)00554-9zbMath1012.65061OpenAlexW1990751833MaRDI QIDQ5946739
Publication date: 14 October 2001
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00554-9
algorithmsunconstrained optimizationquasi-Newton updatesBroyden-Fletcher-Goldfarb-Shannon methodsself-scaling
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)
Related Items (3)
The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems ⋮ Gaussian processes for history-matching: application to an unconventional gas reservoir ⋮ A class of diagonal preconditioners for limited memory BFGS method
Uses Software
Cites Work
- Analysis of a self-scaling quasi-Newton method
- Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function
- Numerical expirience with a class of self-scaling quasi-Newton algorithms
- Global and superlinear convergence of a restricted class of self-scaling methods with inexact line searches, for convex functions
- How bad are the BFGS and DFP methods when the objective function is quadratic?
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- Testing Unconstrained Optimization Software
- On the Behavior of Broyden’s Class of Quasi-Newton Methods
- Self-Scaling Variable Metric (SSVM) Algorithms
- Optimal conditioning of self-scaling variable Metric algorithms
- Matrix conditioning and nonlinear optimization
- Extra updates for the bfgs method∗
- A Rapidly Convergent Descent Method for Minimization
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