TY - JOUR
T1 - On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
AU - Al-Baali, M.
AU - Fuduli, A.
AU - Musmanno, R.
PY - 2004/4
Y1 - 2004/4
N2 - This paper studies some possible combinations of the best features of the quasi-Newton symmetric rank-one (SRI), BFGS and extra updating BFGS algorithms for solving nonlinear unconstrained optimization problems. These combinations depend on switching between the BFGS and SRI updates so that certain desirable properties are imposed. The presented numerical results show that the proposed switching algorithm outperforms the robust BFGS method.
AB - This paper studies some possible combinations of the best features of the quasi-Newton symmetric rank-one (SRI), BFGS and extra updating BFGS algorithms for solving nonlinear unconstrained optimization problems. These combinations depend on switching between the BFGS and SRI updates so that certain desirable properties are imposed. The presented numerical results show that the proposed switching algorithm outperforms the robust BFGS method.
KW - BFGS and SRI updating methods
KW - Switching and extra updating techniques
KW - Unconstrained optimization
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U2 - 10.1080/10556780310001625019
DO - 10.1080/10556780310001625019
M3 - Article
AN - SCOPUS:1842815281
SN - 1055-6788
VL - 19
SP - 153
EP - 164
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 2
ER -