TY - JOUR
T1 - On the behaviour of a combined extra-updating/self-scaling BFGS method
AU - Al-Baali, M.
PY - 2001/9/1
Y1 - 2001/9/1
N2 - This paper attempts to combine the best features of certain extra-updating BFGS method and self-scaling BFGS method. It describes an algorithm similar to the BFGS method, except that extra self-scaling updates are employed at some iterations. The BFGS Hessian is scaled and updated a number of times, depending on the information of the first-order derivatives. The results of numerical tests on certain sets of standard problems are reported. It is shown that the new algorithm is very competitive with the BFGS method in several cases.
AB - This paper attempts to combine the best features of certain extra-updating BFGS method and self-scaling BFGS method. It describes an algorithm similar to the BFGS method, except that extra self-scaling updates are employed at some iterations. The BFGS Hessian is scaled and updated a number of times, depending on the information of the first-order derivatives. The results of numerical tests on certain sets of standard problems are reported. It is shown that the new algorithm is very competitive with the BFGS method in several cases.
KW - Quasi-newton updates
KW - Self-scaling and extra-updating techniques
KW - The BFGS method
KW - Unconstrained optimization
UR - http://www.scopus.com/inward/record.url?scp=0035449765&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0035449765&partnerID=8YFLogxK
U2 - 10.1016/S0377-0427(00)00554-9
DO - 10.1016/S0377-0427(00)00554-9
M3 - Article
AN - SCOPUS:0035449765
SN - 0377-0427
VL - 134
SP - 269
EP - 281
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 1-2
ER -