TY - JOUR
T1 - Highly efficient broyden methods of minimization with variable parameter
AU - Al-Baali, M.
N1 - Funding Information:
I would like to acknowledge the support of a National Research Council of Italy grant. I would also like to thank Professor L. Grandinetti for encouragement and many hours of helpful conversation and the two anonymous referees for their careful reading of an earlier draft of the paper and valuable comments. Thanks are also due to the members of staff (particularly Dr D. Conforti) of the Department of Systems, University of Calabria, for the stimulating atmosphere.
PY - 1992/1/1
Y1 - 1992/1/1
N2 - Recently, there has been an increasing interest in the self-scaling Broyden family of formulae. These formulae are usually defined by replacing the approximate Hessian matrix B by τB for some scaling parameter τ. It is clear that if B is replaced by (1/τ)B in a self-scaling formula, then a member of the Broyden family follows. The author will show that in certain cases this member is not uniquely defined. He will illustrate this point by addressing new members of the Broyden family and giving a new approach to the self-dual update of Oren and Spedicato. The new members are defined by explicit expressions and satisfy the usual condition which ensures that the current Hessian approximations are maintained positive definite. Because comparison with the BFGS method shows promising numerical results, the corresponding new methods are efficient.
AB - Recently, there has been an increasing interest in the self-scaling Broyden family of formulae. These formulae are usually defined by replacing the approximate Hessian matrix B by τB for some scaling parameter τ. It is clear that if B is replaced by (1/τ)B in a self-scaling formula, then a member of the Broyden family follows. The author will show that in certain cases this member is not uniquely defined. He will illustrate this point by addressing new members of the Broyden family and giving a new approach to the self-dual update of Oren and Spedicato. The new members are defined by explicit expressions and satisfy the usual condition which ensures that the current Hessian approximations are maintained positive definite. Because comparison with the BFGS method shows promising numerical results, the corresponding new methods are efficient.
KW - Broyden's family
KW - New members of the Broyden family
KW - Quasi-Newton methods
KW - Self-scaling formulae
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U2 - 10.1080/10556789208805528
DO - 10.1080/10556789208805528
M3 - Article
AN - SCOPUS:0000930442
SN - 1055-6788
VL - 1
SP - 301
EP - 310
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 4
ER -