Memoryless quasi-Newton methods based on spectral-scaling Broyden family for unconstrained optimization

Shummin Nakayama, Yasushi Narushima, Hiroshi Yabe

研究成果: Article査読

8 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)1773-1793
ページ数21
ジャーナルJournal of Industrial and Management Optimization
13
5
DOI
出版ステータスPublished - 2017
外部発表はい

ASJC Scopus subject areas

  • ビジネスおよび国際経営
  • 戦略と経営
  • 制御と最適化
  • 応用数学

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