Nonmonotone spectral gradient method based on memoryless symmetric rank-one update for large-scale unconstrained optimization
نویسندگان
چکیده
<p style='text-indent:20px;'>This paper proposes a nonmonotone spectral gradient method for solving large-scale unconstrained optimization problems. The parameter is derived from the eigenvalues of an optimally sized memoryless symmetric rank-one matrix obtained under measure defined as ratio determinant updating over its largest eigenvalue. Coupled with line search strategy where backtracking-type applied selectively, acts stepsize during iterations when no performed and milder form quasi-Newton update backtracking employed. Convergence properties proposed are established uniformly convex functions. Extensive numerical experiments conducted results indicate that our outperforms some standard conjugate-gradient methods.</p>
منابع مشابه
Scaled memoryless symmetric rank one method for large-scale optimization
This paper concerns the memoryless quasi-Newton method, that is precisely the quasi-Newton method for which the approximation to the inverse of Hessian, at each step, is updated from the identity matrix. Hence its search direction can be computed without the storage of matrices. In this paper, a scaled memoryless symmetric rank one (SR1) method for solving large-scale unconstrained optimization...
متن کاملMemoryless Modified Symmetric Rank-One Method for Large-Scale Unconstrained Optimization
Problem statement: Memoryless QN methods have been regarded effective techniques for solving large-scale problems that can be considered as one step limited memory QN methods. In this study, we present a scaled memoryless modified Symmetric Rank-One (SR1) algorithm and investigate the numerical performance of the proposed algorithm for solving large-scale unconstrained optimization problems. Ap...
متن کاملA new quasi-Newton pattern search method based on symmetric rank-one update for unconstrained optimization
This paper proposes a new robust and quickly convergent pattern search method based on an implementation of OCSSR1 (Optimal Conditioning Based Self-Scaling Symmetric Rank-One) algorithm [M.R. Osborne, L.P. Sun, A new approach to symmetric rank-one updating, IMA Journal of Numerical Analysis 19 (1999) 497–507] for unconstrained optimization. This method utilizes the factorization of approximatin...
متن کاملMulti-steps Symmetric Rank-one Update for Unconstrained Optimization
In this paper, we present a generalized Symmetric Rank-one (SR1) method by employing interpolatory polynomials in order to possess a more accurate information from more than one previous step. The basic idea is to incorporate the SR1 update within the framework of multi-step methods. Hence iterates could be interpolated by a curve in such a way that the consecutive points define the curves. How...
متن کاملStructured symmetric rank-one method for unconstrained optimization
In this paper, we investigate a symmetric rank-one (SR1) quasi-Newton (QN) formula in which the Hessian of the objective function has some special structure. Instead of approximating the whole Hessian via the SR1 formula, we consider an approach which only approximates part of the Hessian matrix that is not easily acquired. Although the SR1 update possesses desirable features, it is unstable in...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Industrial and Management Optimization
سال: 2022
ISSN: ['1547-5816', '1553-166X']
DOI: https://doi.org/10.3934/jimo.2021143