A new family of multi-step quasi-Newton algorithms for unconstrained optimization

This work aims at ensuring smoothness of interpolation in both the iterate and the gradient spaces in the so-called multi-step quasi-Newton methods. It concentrates on deriving a variable-metric family of minimum curvature algorithms for unconstrained optimization. The derivation is based on conside...

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محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Obeid, Samir (author)
مؤلفون آخرون: Moghrabi, I.A.R. (author)
التنسيق: article
منشور في: 1999
الوصول للمادة أونلاين:http://hdl.handle.net/10725/2698
https://www.researchgate.net/publication/268018303_A_new_family_of_multi-step_quasi-Newton_algorithms_for_unconstrained_optimization
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author Obeid, Samir
author2 Moghrabi, I.A.R.
author2_role author
author_facet Obeid, Samir
Moghrabi, I.A.R.
author_role author
dc.creator.none.fl_str_mv Obeid, Samir
Moghrabi, I.A.R.
dc.date.none.fl_str_mv 1999
2015-11-27T09:21:59Z
2015-11-27T09:21:59Z
2015-11-27
dc.identifier.none.fl_str_mv 1027-9350
http://hdl.handle.net/10725/2698
Moghrabi, I. A. R., & Obeid, S. Y. (1999). A NEW FAMILY OF MULTI-STEP QUASI-NEWTON ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, 1(1), 67-74.
https://www.researchgate.net/publication/268018303_A_new_family_of_multi-step_quasi-Newton_algorithms_for_unconstrained_optimization
dc.language.none.fl_str_mv en
dc.relation.none.fl_str_mv International Journal of Math Algorithms
dc.rights.*.fl_str_mv info:eu-repo/semantics/openAccess
dc.title.none.fl_str_mv A new family of multi-step quasi-Newton algorithms for unconstrained optimization
dc.type.none.fl_str_mv Article
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
description This work aims at ensuring smoothness of interpolation in both the iterate and the gradient spaces in the so-called multi-step quasi-Newton methods. It concentrates on deriving a variable-metric family of minimum curvature algorithms for unconstrained optimization. The derivation is based on considering a rational model, with a certain tuning parameter, where the aim is to develop a general framework that encompasses all possible two-step minimum curvature algorithms generated by appropriate parameter choices. One member of the family is tested against earlier developed algorithms of the multi-step type. Performance improvement is evident in our presented results, thus verifying the importance of the minimum curvature framework
eu_rights_str_mv openAccess
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identifier_str_mv 1027-9350
Moghrabi, I. A. R., & Obeid, S. Y. (1999). A NEW FAMILY OF MULTI-STEP QUASI-NEWTON ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, 1(1), 67-74.
language_invalid_str_mv en
network_acronym_str LAURepo
network_name_str Lebanese American University repository
oai_identifier_str oai:laur.lau.edu.lb:10725/2698
publishDate 1999
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spelling A new family of multi-step quasi-Newton algorithms for unconstrained optimizationObeid, SamirMoghrabi, I.A.R.This work aims at ensuring smoothness of interpolation in both the iterate and the gradient spaces in the so-called multi-step quasi-Newton methods. It concentrates on deriving a variable-metric family of minimum curvature algorithms for unconstrained optimization. The derivation is based on considering a rational model, with a certain tuning parameter, where the aim is to develop a general framework that encompasses all possible two-step minimum curvature algorithms generated by appropriate parameter choices. One member of the family is tested against earlier developed algorithms of the multi-step type. Performance improvement is evident in our presented results, thus verifying the importance of the minimum curvature frameworkPublishedN/A2015-11-27T09:21:59Z2015-11-27T09:21:59Z19992015-11-27Articleinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article1027-9350http://hdl.handle.net/10725/2698Moghrabi, I. A. R., & Obeid, S. Y. (1999). A NEW FAMILY OF MULTI-STEP QUASI-NEWTON ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, 1(1), 67-74.https://www.researchgate.net/publication/268018303_A_new_family_of_multi-step_quasi-Newton_algorithms_for_unconstrained_optimizationenInternational Journal of Math Algorithmsinfo:eu-repo/semantics/openAccessoai:laur.lau.edu.lb:10725/26982020-05-24T10:27:37Z
spellingShingle A new family of multi-step quasi-Newton algorithms for unconstrained optimization
Obeid, Samir
status_str publishedVersion
title A new family of multi-step quasi-Newton algorithms for unconstrained optimization
title_full A new family of multi-step quasi-Newton algorithms for unconstrained optimization
title_fullStr A new family of multi-step quasi-Newton algorithms for unconstrained optimization
title_full_unstemmed A new family of multi-step quasi-Newton algorithms for unconstrained optimization
title_short A new family of multi-step quasi-Newton algorithms for unconstrained optimization
title_sort A new family of multi-step quasi-Newton algorithms for unconstrained optimization
url http://hdl.handle.net/10725/2698
https://www.researchgate.net/publication/268018303_A_new_family_of_multi-step_quasi-Newton_algorithms_for_unconstrained_optimization