×

zbMATH — the first resource for mathematics

Computational experience with rank-one positive definite quasi-Newton algorithms. (English) Zbl 0614.90090
The author presents his numerical experiments with rank-one positive definite quasi-Newton algorithms for unconstrained minimization of the type considered by H. Kleinmichel [Numer. Math. 38, 219-228 (1981; Zbl 0469.65038)] and E. Spedicato [Math. Operationsforsch. Stat., Ser. Optimization 14, 61-70 (1983; Zbl 0519.90075)]. The results show that overall the BFS algorithm is still superior to these algorithms, especially for larger dimensional problems.
Reviewer: P.Pan

MSC:
90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
65K05 Numerical mathematical programming methods
Software:
minpack
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Spedicato E., Nonlinear Optimization. Theory and Applications (1980)
[2] Oren S.S., PhD Dissertation (1972)
[3] Bboyden C.G., Mathem. of Comput 21 pp 368– (1967) · doi:10.1090/S0025-5718-1967-0224273-2
[4] Oren S.S., Mathem. Progr 10 pp 70– (1976) · Zbl 0342.90045 · doi:10.1007/BF01580654
[5] Spedicato E., Computational experience with Quasi-Newton algorithms for minimization problems of moderately large size (1975) · Zbl 0397.90088
[6] Shanno D., Numerical comparison of several variable metric methods (1977)
[7] Oren S.S., JOTA 37 pp 127– (1982) · doi:10.1007/BF00934373
[8] Spedicato E., Optimization 14 pp 61– (1983)
[9] Kleinmichel H., Num. Math 38 pp 219– (1981) · Zbl 0469.65038 · doi:10.1007/BF01397091
[10] More J J., Testing unconstrained optimization software (1978) · doi:10.2172/6650344
[11] Bertocchi M., Monografia SOFTMAT 3, IAC (1981)
[12] Kleinmichel H., Numerische Mathematik 38 pp 229– (1981) · Zbl 0469.65039 · doi:10.1007/BF01397092
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.