Spectral-scaling quasi-Newton methods with updates from the one parameter of the Broyden family
type: Item
instance of: scholarly article
title: Spectral-scaling quasi-Newton methods with updates from the one parameter of the Broyden family
zbMATH Open document ID: 1271.65095
author: Zixin Chen
author: Wanyou Cheng
published in: Journal of Computational and Applied Mathematics
publication date: 2013-04-18T00:00:00Z
review text: The authors consider the unconstrained optimization problem \[ \min f(x),\quad x\in\mathbb{R}^n, \] and propose spectral-scaling one parameter Broyden family methods which allow for negative values of the parameter. It is shown that the proposed methods possess some good properties such as quadratic termination property and single-step convergence rate not inferior to that of the steepest descent method when minimizing an \(n\)-dimensional quadratic function. Numerical examples are given.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C53
zbMATH DE Number: 6155456
zbMATH Keywords: quasi-Newton method
zbMATH Keywords: Broyden family
zbMATH Keywords: global convergence
zbMATH Keywords: unconstrained optimization
zbMATH Keywords: spectral-scaling
zbMATH Keywords: quadratic termination property
zbMATH Keywords: single-step convergence
zbMATH Keywords: steepest descent method
zbMATH Keywords: numerical examples
reviewed by: Hans Benker
MaRDI profile type: Publication
full work available at URL: j.cam.2013.01.012
OpenAlex ID: W2080352710
DOI: 10.1016/J.CAM.2013.01.012
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description: scientific article; zbMATH DE number 6155456