TY - JOUR
T1 - Memoryless quasi-Newton methods based on spectral-scaling Broyden family for unconstrained optimization
AU - Nakayama, Shummin
AU - Narushima, Yasushi
AU - Yabe, Hiroshi
N1 - Publisher Copyright:
© 2018 Journal of Industrial and Management Optimization.
PY - 2017
Y1 - 2017
N2 - Memoryless quasi-Newton methods are studied for solving large- scale unconstrained optimization problems. Recently, memoryless quasi-Newton methods based on several kinds of updating formulas were proposed. Since the methods closely related to the conjugate gradient method, the methods are promising. In this paper, we propose a memoryless quasi-Newton method based on the Broyden family with the spectral-scaling secant condition. We focus on the convex and preconvex classes of the Broyden family, and we show that the proposed method satisfies the sufficient descent condition and con- verges globally. Finally, some numerical experiments are given.
AB - Memoryless quasi-Newton methods are studied for solving large- scale unconstrained optimization problems. Recently, memoryless quasi-Newton methods based on several kinds of updating formulas were proposed. Since the methods closely related to the conjugate gradient method, the methods are promising. In this paper, we propose a memoryless quasi-Newton method based on the Broyden family with the spectral-scaling secant condition. We focus on the convex and preconvex classes of the Broyden family, and we show that the proposed method satisfies the sufficient descent condition and con- verges globally. Finally, some numerical experiments are given.
KW - Broyden family
KW - Global convergence
KW - Memoryless quasi-Newton method
KW - Sufficient descent condition
KW - Unconstrained optimization
UR - http://www.scopus.com/inward/record.url?scp=85063199414&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85063199414&partnerID=8YFLogxK
U2 - 10.3934/JIMO.2018122
DO - 10.3934/JIMO.2018122
M3 - Article
AN - SCOPUS:85063199414
SN - 1547-5816
VL - 13
SP - 1773
EP - 1793
JO - Journal of Industrial and Management Optimization
JF - Journal of Industrial and Management Optimization
IS - 5
ER -