A quasi-Newton method using a nonquadratic model
type: Item
instance of: scholarly article
title: A quasi-Newton method using a nonquadratic model
zbMATH Open document ID: 0810.65057
DOI: 10.1016/0377-0427(92)00115-P
author: Adel F. Saadallah
published in: Journal of Computational and Applied Mathematics
publication date: 1994-12-01T00:00:00Z
review text: The author considers an extension of quasi-Newton algorithms obtained by using some specific nonquadratic polynomial models in order to approximate a nonlinear cost. No theory of convergence is given. Instead, the author gives numerical experiments that show a modest advantage of the new method with respect to the classical BFGS algorithm.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 699113
zbMATH Keywords: unconstrained optimization
zbMATH Keywords: Broyden-Fletcher-Goldfarb-Shanno algorithm
zbMATH Keywords: quasi-Newton algorithms
zbMATH Keywords: nonquadratic polynomial models
zbMATH Keywords: numerical experiments
zbMATH Keywords: BFGS algorithm
reviewed by: J. Frédéric Bonnans
describes a project that uses: Algorithm 500
describes a project that uses: minpack
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 699113