TY - JOUR
T1 - An efficient class of switching type algorithms in the broyden family
AU - Al-Baali, Mehiddin
N1 - Funding Information:
* Pre ented at fourth lAM confcrcnc on Optimization, Chicago, 1992. The research paper was upponed in part by a grant from the Italian Ministry of University.
Funding Information:
I would like to acknowledge the research support of an Italian Ministry of Univer ity Grant. I wish to thank Lucio Grandinetti for encouragement and many stimulating discussions. I am also very grateful to the two anonymous referees for carefully reading this paper and making a number of valuable comments. Thanks are also due to the members of the staff (particularly, Mimmo Conforti) of the Department of Electronics, lnformatics and Systems, University of Calabria, for the stimulating atmosphere and to Mr. Francesco De Marte for typing the manuscript.
PY - 1994/1/1
Y1 - 1994/1/1
N2 - In this paper, we extend the switching BFGS/DFP algorithm of Fletcher and the switching BFGS/SRI algorithm of Al-Baali to a class of switching type algorithms proposed within the Broyden family of quasi-Newton methods for unconstrained optimization. We propose some members of this class, which switch among the BFGS, the SR1 and other desirable methods from the preconvex class. The switching technique is made in a certain sense upon the basis of estimating the size of the eigenvalues of the Hessian approximation. The results on a set of standard lest problems show that several switching methods improve over the BFGS method and work almost similarly to certain idealized methods.
AB - In this paper, we extend the switching BFGS/DFP algorithm of Fletcher and the switching BFGS/SRI algorithm of Al-Baali to a class of switching type algorithms proposed within the Broyden family of quasi-Newton methods for unconstrained optimization. We propose some members of this class, which switch among the BFGS, the SR1 and other desirable methods from the preconvex class. The switching technique is made in a certain sense upon the basis of estimating the size of the eigenvalues of the Hessian approximation. The results on a set of standard lest problems show that several switching methods improve over the BFGS method and work almost similarly to certain idealized methods.
KW - Algorithms from the preconvex class
KW - Broydcn’s family
KW - Convex and preconvex classes
KW - Quasi-Newton methods
KW - The BFGS and SR1 methods
UR - http://www.scopus.com/inward/record.url?scp=0028714783&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0028714783&partnerID=8YFLogxK
U2 - 10.1080/10556789408805576
DO - 10.1080/10556789408805576
M3 - Article
AN - SCOPUS:0028714783
SN - 1055-6788
VL - 4
SP - 29
EP - 46
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 1
ER -