Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 153-164 |
| Number of pages | 12 |
| Journal | Optimization Methods and Software |
| Volume | 19 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Apr 2004 |
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Keywords
- BFGS and SRI updating methods
- Switching and extra updating techniques
- Unconstrained optimization
ASJC Scopus subject areas
- Computer Graphics and Computer-Aided Design
- Software
- Applied Mathematics
- Control and Optimization
- Management Science and Operations Research
Cite this
Al-Baali, M., Fuduli, A., & Musmanno, R. (2004). On the performance of switching BFGS/SR1 algorithms for unconstrained optimization. Optimization Methods and Software, 19(2), 153-164. https://doi.org/10.1080/10556780310001625019