Enforcing convergence to all members of the Broyden family of methods for unconstrained optimization

نویسندگان

  • Oleg Burdakov
  • Panos M. Pardalos
  • Luis N. Vicente
  • Mehiddin Al-Baali
چکیده

The Broyden family of quasi-Newton methods for unconstrained optimization will be considered. It is well-known that if a member of this family is defined su ciently close to that of the robust BFGS method, then useful theoretical and numerical properties are obtained. These properties will be extended to all members of the above family provided that the current points are su ciently close to the solution of a convex optimization problem and that the Hessian approximations satisfy certain conditions. A possibility for enforcing these properties to all members of the family will be provided for any starting point and any initial positive definite Hessian approximation. Numerical results will be described to illustrate that some robust, ine cient and divergent Broyden family methods are enforced to be competitive with the standard BFGS method.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On 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 کامل

Improved Damped Quasi-Newton Methods for Unconstrained Optimization∗

Recently, Al-Baali (2014) has extended the damped-technique in the modified BFGS method of Powell (1978) for Lagrange constrained optimization functions to the Broyden family of quasi-Newton methods for unconstrained optimization. Appropriate choices for the damped-parameter, which maintain the global and superlinear convergence property of these methods on convex functions and correct the Hess...

متن کامل

On 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 کامل

An efficient improvement of the Newton method for solving nonconvex optimization problems

‎Newton method is one of the most famous numerical methods among the line search‎ ‎methods to minimize functions. ‎It is well known that the search direction and step length play important roles ‎in this class of methods to solve optimization problems. ‎In this investigation‎, ‎a new modification of the Newton method to solve ‎unconstrained optimization problems is presented‎. ‎The significant ...

متن کامل

A New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems

In this paper‎, ‎two extended three-term conjugate gradient methods based on the Liu-Storey ({tt LS})‎ ‎conjugate gradient method are presented to solve unconstrained optimization problems‎. ‎A remarkable property of the proposed methods is that the search direction always satisfies‎ ‎the sufficient descent condition independent of line search method‎, ‎based on eigenvalue analysis‎. ‎The globa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2012