This paper studies some possible combinations of the best features of the quasi-Newton symmetric rank-one (SRI), BFGS and extra updating BFGS algorithms for solving nonlinear unconstrained optimization problems. These combinations depend on switching between the BFGS and SRI updates so that certain desirable properties are imposed. The presented numerical results show that the proposed switching algorithm outperforms the robust BFGS method.
- BFGS and SRI updating methods
- Switching and extra updating techniques
- Unconstrained optimization
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics