Optimal conditioning of quasi-Newton methods
نویسندگان
چکیده
منابع مشابه
Quasi-Newton Methods for Nonconvex Constrained Multiobjective Optimization
Here, a quasi-Newton algorithm for constrained multiobjective optimization is proposed. Under suitable assumptions, global convergence of the algorithm is established.
متن کاملAction constrained quasi-Newton methods
At the heart of Newton based optimization methods is a sequence of symmetric linear systems. Each consecutive system in this sequence is similar to the next, so solving them separately is a waste of computational effort. Here we describe automatic preconditioning techniques for iterative methods for solving such sequences of systems by maintaining an estimate of the inverse system matrix. We up...
متن کاملOn the Behavior of Damped Quasi-Newton Methods for Unconstrained Optimization
We consider a family of damped quasi-Newton methods for solving unconstrained optimization problems. This family resembles that of Broyden with line searches, except that the change in gradients is replaced by a certain hybrid vector before updating the current Hessian approximation. This damped technique modifies the Hessian approximations so that they are maintained sufficiently positive defi...
متن کاملSmoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems
The mixed complementarity problem can be reformulated as a nonsmooth equation by using the median operator. In this paper, we rst study some useful properties of this reformulation and then derive the Chen-Harker-Kanzow-Smale smoothing function for the mixed complementarity problem. On the basis of this smoothing function, we present a smoothing Newton method for solving the mixed complementari...
متن کاملSelf-Scaling Parallel Quasi-Newton Methods
In this paper, a new class of self-scaling quasi-Newton(SSQN) updates for solving unconstrained nonlinear optimization problems(UNOPs) is proposed. It is shown that many existing QN updates can be considered as special cases of the new family. Parallel SSQN algorithms based on this class of class of updates are studied. In comparison to standard serial QN methods, proposed parallel SSQN(SSPQN) ...
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: Mathematics of Computation
سال: 1970
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-1970-0274030-6