line-search framework

Improved Damped Quasi-Newton Methods for Unconstrained Optimization

  • Mehiddin Al-Baali
  • Lucio Grandinetti
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , ,

    Recently, Al-Baali (2014) has extended the damped-technique in the modified BFGS method of Powell (1978) for Lagrange constrained optimization functions to the Broyden family of quasi-Newton methods for unconstrained optimization. Appropriate choices for the damped-parameter, which maintain the global and superlinear con- vergence property of these methods on convex functions and correct the Hessian approximations … Read more

    A Combined Class of Self-Scaling and Modified Quasi-Newton Methods

  • Mehiddin Al-Baali
  • Humaid Khalfan
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , ,

    Techniques for obtaining safely positive definite Hessian approximations with self-scaling and modified quasi-Newton updates are combined to obtain `better’ curvature approximations in line search methods for unconstrained optimization. It is shown that this class of methods, like the BFGS method has global and superlinear convergence for convex functions. Numerical experiments with this class, using the … Read more