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zbMATH Open
Article . 1978
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Mathematics of Computation
Article . 1978 . Peer-reviewed
Data sources: Crossref
Mathematics of Computation
Article . 1978 . Peer-reviewed
Data sources: Crossref
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Revision of a Derivative-Free Quasi-Newton Method

Revision of a derivative-free quasi-Newton method
Authors: Greenstadt, John;

Revision of a Derivative-Free Quasi-Newton Method

Abstract

A derivative-free Quasi-Newton (DFQN) method previously published [J. Greenstadt, Math. Comp. , v. 26, 1972, pp. 145-166] has been revised and simplified. The main modification has the effect of keeping all the successive approximants to the Hessian matrix positive-definite. This, coupled with some improvements in the line search, has enhanced the performance of the method considerably. The results of numerical trials on many of the "standard" test functions are displayed, in addition to comparisons with two other methods. These indicate that the present DFQN method is not too far behind that of Gill, Murray and Pitfield, the most efficient one presently known.

Keywords

Numerical mathematical programming methods, Nonlinear programming, Search theory

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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!
1
Average
Average
Average
bronze