An efficient class of switching type algorithms in the broyden family

Mehiddin Al-Baali

نتاج البحث: المساهمة في مجلةمقالمراجعة النظراء

6 اقتباسات (Scopus)

ملخص

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.

اللغة الأصليةEnglish
الصفحات (من إلى)29-46
عدد الصفحات18
دوريةOptimization Methods and Software
مستوى الصوت4
رقم الإصدار1
المعرِّفات الرقمية للأشياء
حالة النشرPublished - يناير 1 1994
منشور خارجيًانعم

ASJC Scopus subject areas

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