
doi: 10.1137/0802026
Summary: This paper analyzes algorithms from the Broyden class of quasi-Newton methods for nonlinear unconstrained optimization. This class depends on a parameter \(\phi_ k\), for which the choices \(\phi_ k=0\) and \(\phi_ k=1\) give the well-known BFGS and DFP methods. This paper examines algorithms that allow for negative values of the parameter \(\phi_ k\). It shows that severe restrictions have to be imposed on the selection of \(\phi_ k\) to guarantee \(q\)-superlinear convergence. It is argued that negative values of \(\phi_ k\) are desirable, and conditions on \(\phi_ k\) that guarantee superlinear convergence are given. However, practical algorithms that preserve the excellent properties of the BFGS method are not easy to design.
global convergence, nonlinear unconstrained optimization, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, variable metric method, Broyden class of quasi-Newton methods, \(q\)-superlinear convergence
global convergence, nonlinear unconstrained optimization, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, variable metric method, Broyden class of quasi-Newton methods, \(q\)-superlinear convergence
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