Beyond symmetric Broyden for updating quadratic models in minimization without derivatives

Mathematical Programming

Volumn 138, Issue 1-2, 2013, Pages 475-500

  Powell, M J D ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Minimization without derivatives; Quadratic models; Symmetric Broyden; Truncated conjugate gradients

Indexed keywords

CONJUGATE GRADIENT; INDEPENDENT PARAMETERS; NUMBER OF ITERATIONS; NUMERICAL EXPERIMENTS; QUADRATIC APPROXIMATION; QUADRATIC MODELS; SYMMETRIC BROYDEN; UNCONSTRAINED MINIMIZATION;

CONJUGATE GRADIENT METHOD; EXPERIMENTS;

ITERATIVE METHODS;

EID: 84875409275     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-011-0510-y     Document Type: Article

References (9)

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4. Conn A.R.; Scheinberg K.; Vicente L.N.: Introduction to Derivative-Free Optimization. SIAM, Philadelphia (2009)
5. Fletcher R.: Practical Methods of Optimization. Wiley, Chichester (1987)
6. Powell M.J.D.: Least Frobenius norm updating of quadratic models that satisfy interpolation conditions. Math. Program. B 100, 183-215 (2004)
7. Powell M.J.D.: On updating the inverse of a KKT matrix. In: Yuan, Y. (eds) Numerical Linear Algebra and Optimization, pp. 56-78. Science Press, Beijing (2004)
8. Powell M.J.D.: The NEWUOA software for unconstrained optimization without derivatives. In: Di Pillo, G.; Roma, M. (eds) Large-Scale Optimization, pp. 255-297. Springer, New York (2006)
9. Powell, M.J.D.: The BOBYQA algorithm for bound constrained optimization without derivatives. Report No. DAMTP 2009/NA06, CMS, University of Cambridge (2009)