Curvature-based multistep quasi-Newton method for unconstrained optimization
Multi-step methods derived in [1–3] have proven to be serious contenders in practice by outperforming traditional quasi-Newton methods based on the linear Secant Equation. Minimum curvature methods that aim at tuning the interpolation process in the construction of the new Hessian approximation of t...
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| Format: | article |
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1999
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| Online Access: | http://hdl.handle.net/10725/2697 http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=sjvm&paperid=341&option_lang=rus |
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| _version_ | 1864513459084853248 |
|---|---|
| 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 2015-11-27T09:14:03Z 2015-11-27T09:14:03Z 2016-02-02 |
| dc.identifier.none.fl_str_mv | 1560-7526 http://hdl.handle.net/10725/2697 Moghrabi, I. A. R., & Obeid, S. A. (1999). Curvature-based multistep quasi-Newton method for unconstrained optimization. Сибирский журнал вычислительной математики, 2(3), 281-293. http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=sjvm&paperid=341&option_lang=rus |
| dc.language.none.fl_str_mv | en |
| dc.relation.none.fl_str_mv | Sibirskii Zhurnal Vychislitel'noi Matematiki |
| dc.rights.*.fl_str_mv | info:eu-repo/semantics/openAccess |
| dc.title.none.fl_str_mv | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| dc.type.none.fl_str_mv | Article info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article |
| description | Multi-step methods derived in [1–3] have proven to be serious contenders in practice by outperforming traditional quasi-Newton methods based on the linear Secant Equation. Minimum curvature methods that aim at tuning the interpolation process in the construction of the new Hessian approximation of the multi-step type are among the most successful so far [3]. In this work, we develop new methods of this type that derive from a general framework based on a parameterized nonlinear model. One of the main concerns of this paper is to conduct practical investigation and experimentation of the newly developed methods and we use the methods in [1–7] as a benchmark for the comparison. The results of the numerical experiments made indicate that these methods substantially improve the performance of quasi-Newton methods. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | LAURepo_85b14f3c5324a2120caacabe56e221dc |
| identifier_str_mv | 1560-7526 Moghrabi, I. A. R., & Obeid, S. A. (1999). Curvature-based multistep quasi-Newton method for unconstrained optimization. Сибирский журнал вычислительной математики, 2(3), 281-293. |
| language_invalid_str_mv | en |
| network_acronym_str | LAURepo |
| network_name_str | Lebanese American University repository |
| oai_identifier_str | oai:laur.lau.edu.lb:10725/2697 |
| publishDate | 1999 |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| spelling | Curvature-based multistep quasi-Newton method for unconstrained optimizationObeid, SamirMoghrabi, I.A.R.Multi-step methods derived in [1–3] have proven to be serious contenders in practice by outperforming traditional quasi-Newton methods based on the linear Secant Equation. Minimum curvature methods that aim at tuning the interpolation process in the construction of the new Hessian approximation of the multi-step type are among the most successful so far [3]. In this work, we develop new methods of this type that derive from a general framework based on a parameterized nonlinear model. One of the main concerns of this paper is to conduct practical investigation and experimentation of the newly developed methods and we use the methods in [1–7] as a benchmark for the comparison. The results of the numerical experiments made indicate that these methods substantially improve the performance of quasi-Newton methods.PublishedN/A2015-11-27T09:14:03Z2015-11-27T09:14:03Z19992016-02-02Articleinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article1560-7526http://hdl.handle.net/10725/2697Moghrabi, I. A. R., & Obeid, S. A. (1999). Curvature-based multistep quasi-Newton method for unconstrained optimization. Сибирский журнал вычислительной математики, 2(3), 281-293.http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=sjvm&paperid=341&option_lang=rusenSibirskii Zhurnal Vychislitel'noi Matematikiinfo:eu-repo/semantics/openAccessoai:laur.lau.edu.lb:10725/26972021-03-19T09:59:49Z |
| spellingShingle | Curvature-based multistep quasi-Newton method for unconstrained optimization Obeid, Samir |
| status_str | publishedVersion |
| title | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| title_full | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| title_fullStr | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| title_full_unstemmed | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| title_short | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| title_sort | Curvature-based multistep quasi-Newton method for unconstrained optimization |
| url | http://hdl.handle.net/10725/2697 http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=sjvm&paperid=341&option_lang=rus |