Curvature-based multistep quasi-Newton method for unconstrained optimization
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 2 (1999) no. 3, pp. 281-293
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Multi-step methods derived in [1–3] have proven to be serious contenders in practice by outperforming
traditional quasi-Newton methods based on the linear Secant Equation. Minimum curvature methods that aim at tuning the interpolation process in the construction of the new Hessian approximation of the multi-step
type are among the most successful so far [3]. In this work, we develop new methods of this type that derive
from a general framework based on a parameterized nonlinear model. One of the main concerns of this paper
is to conduct practical investigation and experimentation of the newly developed methods and we use the
methods in [1–7] as a benchmark for the comparison. The results of the numerical experiments made indicate
that these methods substantially improve the performance of quasi-Newton methods.
@article{SJVM_1999_2_3_a6,
author = {I. A. R. Moghrabi and Samir A. Obeid},
title = {Curvature-based multistep {quasi-Newton} method for unconstrained optimization},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {281--293},
publisher = {mathdoc},
volume = {2},
number = {3},
year = {1999},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SJVM_1999_2_3_a6/}
}
TY - JOUR AU - I. A. R. Moghrabi AU - Samir A. Obeid TI - Curvature-based multistep quasi-Newton method for unconstrained optimization JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 1999 SP - 281 EP - 293 VL - 2 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_1999_2_3_a6/ LA - en ID - SJVM_1999_2_3_a6 ER -
%0 Journal Article %A I. A. R. Moghrabi %A Samir A. Obeid %T Curvature-based multistep quasi-Newton method for unconstrained optimization %J Sibirskij žurnal vyčislitelʹnoj matematiki %D 1999 %P 281-293 %V 2 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/SJVM_1999_2_3_a6/ %G en %F SJVM_1999_2_3_a6
I. A. R. Moghrabi; Samir A. Obeid. Curvature-based multistep quasi-Newton method for unconstrained optimization. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 2 (1999) no. 3, pp. 281-293. http://geodesic.mathdoc.fr/item/SJVM_1999_2_3_a6/