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Volumn 23, Issue 2, 2008, Pages 237-249

A new class of quasi-Newton updating formulas

Author keywords

Convergence; Derivative free conditions; Positive definiteness; Rank two quasi Newton updating formulas; Unconstrained optimization

Indexed keywords

CONSTRAINED OPTIMIZATION; CONVERGENCE OF NUMERICAL METHODS; LINEAR PROGRAMMING; MATHEMATICAL MODELS;

EID: 40249101580     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780701646360     Document Type: Article
Times cited : (7)

References (11)
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    • (1989) SIAM Journal on Numerical Analysis , vol.26 , pp. 727-739
    • Byrd, R.H.1    Nocedal, J.2
  • 2
    • 0023427318 scopus 로고
    • Global convergence of a class of quasi-Newton methods on convex problems
    • Byrd, B.H., Nocedal, J. and Yuan. Y., 1987, Global convergence of a class of quasi-Newton methods on convex problems. SIAM Journal on Numerical Analysis, 24, 1171-1190.
    • (1987) SIAM Journal on Numerical Analysis , vol.24 , pp. 1171-1190
    • Byrd, B.H.1    Nocedal, J.2    Yuan, Y.3
  • 3
    • 0002663672 scopus 로고
    • Quasi-Newton method. motivation and theory
    • Dennis, J.E. and Moré, J.J., 1977, Quasi-Newton method. motivation and theory. SIAM Review, 19, 46-89.
    • (1977) SIAM Review , vol.19 , pp. 46-89
    • Dennis, J.E.1    Moré, J.J.2
  • 4
    • 40249095398 scopus 로고    scopus 로고
    • Powell. M.J.D., 1976, Some global convergence properties of a variable metric algorithm for minimization without exact line search. In: R.W. Cottle and CE. Lemke (Ed.) Nonlinear Programming. SIAM-AMS Proceedings, VI. IX (Providence, RI: American Mathematical Society).
    • Powell. M.J.D., 1976, Some global convergence properties of a variable metric algorithm for minimization without exact line search. In: R.W. Cottle and CE. Lemke (Ed.) Nonlinear Programming. SIAM-AMS Proceedings, Vol. VI. IX (Providence, RI: American Mathematical Society).
  • 5
    • 0022914049 scopus 로고
    • Global convergence of the partitioned BFGS algorithm for convex partially separable optimization
    • Toint, Ph.L., 1986, Global convergence of the partitioned BFGS algorithm for convex partially separable optimization. Mathematical Programming, 36. 290-307.
    • (1986) Mathematical Programming , vol.36 , pp. 290-307
    • Toint, P.L.1
  • 6
    • 0000969664 scopus 로고
    • A modified BFGS algorithm for unconstrained optimization
    • Yuan, Y. 1991, A modified BFGS algorithm for unconstrained optimization. IMA Journal of Numerical Analysis, 11, 325-332.
    • (1991) IMA Journal of Numerical Analysis , vol.11 , pp. 325-332
    • Yuan, Y.1
  • 7
    • 0002188370 scopus 로고
    • Non-quasi-Newton updates for constrained optimization
    • Yuan, Y. and Byrd, R., 1995, Non-quasi-Newton updates for constrained optimization. Journal of Computational Mathematics, 13, 95-107.
    • (1995) Journal of Computational Mathematics , vol.13 , pp. 95-107
    • Yuan, Y.1    Byrd, R.2
  • 8
    • 20944444996 scopus 로고    scopus 로고
    • From quasi-Newton methods to non-quasi-Newton methods
    • Yuan, Y., 1997, From quasi-Newton methods to non-quasi-Newton methods. Progress in Natural Science, 7, 14-23.
    • (1997) Progress in Natural Science , vol.7 , pp. 14-23
    • Yuan, Y.1
  • 9
    • 0035301251 scopus 로고    scopus 로고
    • A modified BFGS method and its global convergence in nonconvex minimization
    • Li, D.H. and Fukushima, M., 2000, A modified BFGS method and its global convergence in nonconvex minimization. Journal of Computational and Applied Mathematics, 129, 15-35.
    • (2000) Journal of Computational and Applied Mathematics , vol.129 , pp. 15-35
    • Li, D.H.1    Fukushima, M.2
  • 10
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    • On the global convergence of the BFGS method for non-convex unconstrained optimization problems
    • Li, D.H. and Fukushima, M., 2001, On the global convergence of the BFGS method for non-convex unconstrained optimization problems. SIAM Journal on Optimization, 11, 1054-1064.
    • (2001) SIAM Journal on Optimization , vol.11 , pp. 1054-1064
    • Li, D.H.1    Fukushima, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.