On the conditioning of the Hessian approximation in quasi-Newton methods

DOI10.1016/0377-0427(91)90207-ZzbMath0733.65044MaRDI QIDQ809555

Adel F. Saadallah, John A. Ford

Publication date: 1991

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

zbMATH Keywords

condition numberconditioningquasi-Newton methodsinverse Hessian approximationBroyden-Fletcher-Goldfarb-Shanno methodNumerical tests

Mathematics Subject Classification ID

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

Uses Software

• Algorithm 500
• minpack

Cites Work

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• On the construction of minimization methods of quasi-Newton type
• Testing Unconstrained Optimization Software
• On the selection of parameters in Self Scaling Variable Metric Algorithms
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Optimal conditioning of self-scaling variable Metric algorithms
• A Rapidly Convergent Descent Method for Minimization
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• A Family of Variable-Metric Methods Derived by Variational Means
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function

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