Article ID Journal Published Year Pages File Type
4639331 Journal of Computational and Applied Mathematics 2013 11 Pages PDF
Abstract
In this paper, based on the spectral-scaling secant condition [W.Y. Cheng, D.H. Li, Spectral-scaling BFGS method, Journal of Optimization Theory and Applications, 146 (2010) 305-319], we propose spectral-scaling one parameter Broyden family methods which allow for negative values of the parameter. We show that the proposed methods possess some good properties such as quadratic termination property and single-step convergence rate not inferior to that of the steepest descent method when minimizing an n-dimensional quadratic function. Under appropriate conditions, we establish the global convergence of the proposed methods for uniformly convex functions. Numerical results from problems in the CUTE test set show that the proposed methods are promising.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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