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Memoryless quasi-Newton methods based on spectral-scaling Broyden family for unconstrained optimization

Authors :
Yasushi Narushima
Hiroshi Yabe
Shummin Nakayama
Source :
Journal of Industrial & Management Optimization. 15:1773-1793
Publication Year :
2019
Publisher :
American Institute of Mathematical Sciences (AIMS), 2019.

Abstract

Memoryless quasi-Newton methods are studied for solving large-scale unconstrained optimization problems. Recently, memoryless quasi-Newton methods based on several kinds of updating formulas were proposed. Since the methods closely related to the conjugate gradient method, the methods are promising. In this paper, we propose a memoryless quasi-Newton method based on the Broyden family with the spectral-scaling secant condition. We focus on the convex and preconvex classes of the Broyden family, and we show that the proposed method satisfies the sufficient descent condition and converges globally. Finally, some numerical experiments are given.

Details

ISSN :
1553166X
Volume :
15
Database :
OpenAIRE
Journal :
Journal of Industrial & Management Optimization
Accession number :
edsair.doi...........d9724c8d85eb46fabeb0ecb37f472741