Extra multistep BFGS updates in quasi-Newton methods
type: Item
instance of: scholarly article
title: Extra multistep BFGS updates in quasi-Newton methods
zbMATH Open document ID: 1127.90077
DOI: 10.1155/IJMMS/2006/12583
author: I. A. Moghrabi
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2007-06-13T00:00:00Z
full work available at URL: https://eudml.org/doc/53625
review text: Summary: This note focuses on developing quasi-Newton methods that combine \(m+1\) multistep and single-step updates on a single iteration for the sake of constructing the new approximation to the Hessian matrix to be used on the next iteration in computing the search direction. The approach considered here exploits the merits of the multistep methods and those of El-Baali (1999) to create a hybrid technique. Our numerical results are encouraging and reveal that our proposed approach is promising. The new methods compete well with El-Baali's extra update algorithms (1999).
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C53
zbMATH DE Number: 5164021
describes a project that uses: L-BFGS
MaRDI profile type: Publication
cites work: A Family of Variable-Metric Methods Derived by Variational Means
cites work: Conditioning of Quasi-Newton Methods for Function Minimization
cites work: Matrix conditioning and nonlinear optimization
cites work: On the use of function-values in unconstrained optimisation
cites work: On the limited memory BFGS method for large scale optimization
cites work: Parallel quasi-Newton methods for unconstrained optimization
cites work: A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
cites work: Multi-step quasi-Newton methods for optimization
cites work: Q3818806
OpenAlex ID: W2077378235
description: scientific article; zbMATH DE number 5164021