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Article . 1992
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SIAM Journal on Optimization
Article . 1992 . Peer-reviewed
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Article . 1992
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On the Behavior of Broyden’s Class of Quasi-Newton Methods

On the behavior of Broyden's class of quasi-Newton methods
Authors: Richard H. Byrd; Dong C. Liu; Jorge Nocedal;

On the Behavior of Broyden’s Class of Quasi-Newton Methods

Abstract

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.

Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
67
Top 10%
Top 10%
Top 10%
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