Volume 15, Issue 3
A switching algorithm based on modified quasi-Newton equation

Y. Yang & C. Xu

Numer. Math. J. Chinese Univ. (English Ser.)(English Ser.) 15 (2006), pp. 257-267

Published online: 2006-08

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  • Abstract
In this paper, a switching method for unconstrained minimization is proposed. The method is based on the modified BFGS method and the modified SR1 method. The eigenvalues and condition numbers of both the modified updates are evaluated and used in the switching rule. When the condition number of the modified SR1 update is superior to the modified BFGS update, the step in the proposed quasi-Newton method is the modified SR1 step. Otherwise the step is the modified BFGS step. The efficiency of the proposed method is tested by numerical experiments on small, medium and large scale optimization. The numerical results are reported and analyzed to show the superiority of the proposed method.
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@Article{NM-15-257, author = {Y. Yang and C. Xu}, title = {A switching algorithm based on modified quasi-Newton equation}, journal = {Numerical Mathematics, a Journal of Chinese Universities}, year = {2006}, volume = {15}, number = {3}, pages = {257--267}, abstract = { In this paper, a switching method for unconstrained minimization is proposed. The method is based on the modified BFGS method and the modified SR1 method. The eigenvalues and condition numbers of both the modified updates are evaluated and used in the switching rule. When the condition number of the modified SR1 update is superior to the modified BFGS update, the step in the proposed quasi-Newton method is the modified SR1 step. Otherwise the step is the modified BFGS step. The efficiency of the proposed method is tested by numerical experiments on small, medium and large scale optimization. The numerical results are reported and analyzed to show the superiority of the proposed method. }, issn = {}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/nm/8033.html} }
TY - JOUR T1 - A switching algorithm based on modified quasi-Newton equation AU - Y. Yang & C. Xu JO - Numerical Mathematics, a Journal of Chinese Universities VL - 3 SP - 257 EP - 267 PY - 2006 DA - 2006/08 SN - 15 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/nm/8033.html KW - AB - In this paper, a switching method for unconstrained minimization is proposed. The method is based on the modified BFGS method and the modified SR1 method. The eigenvalues and condition numbers of both the modified updates are evaluated and used in the switching rule. When the condition number of the modified SR1 update is superior to the modified BFGS update, the step in the proposed quasi-Newton method is the modified SR1 step. Otherwise the step is the modified BFGS step. The efficiency of the proposed method is tested by numerical experiments on small, medium and large scale optimization. The numerical results are reported and analyzed to show the superiority of the proposed method.
Y. Yang & C. Xu. (1970). A switching algorithm based on modified quasi-Newton equation. Numerical Mathematics, a Journal of Chinese Universities. 15 (3). 257-267. doi:
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