An efficient class of switching type algorithms in the broyden family

Mehiddin Al-Baali

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)


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.

Original languageEnglish
Pages (from-to)29-46
Number of pages18
JournalOptimization Methods and Software
Issue number1
Publication statusPublished - Jan 1 1994
Externally publishedYes


  • Algorithms from the preconvex class
  • Broydcn’s family
  • Convex and preconvex classes
  • Quasi-Newton methods
  • The BFGS and SR1 methods

ASJC Scopus subject areas

  • Software
  • Control and Optimization
  • Applied Mathematics


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