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A rational model for curvature quasi-Newton methods

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

4 Scopus citations

Abstract

Multi-step Methods of the quasi-Newton type, derived in [10,11], have shown promising numerical improvement for solving nonlinear unconstrained optimization problems over methods based on the linear Secant equation. Minimum curvature methods [6] have resulted in further performance gains as they ensure the 'smoothness' of the interpolating curves in the multi-step methods. In this work, we derive new methods of this type using a rational model. The results of the numerical tests reveal further gains over the methods developed earlier.

Original languageEnglish
Title of host publicationProceedings of the World Congress on Engineering and Computer Science 2017, WCECS 2017
EditorsS. I. Ao, W. S. Grundfest, Craig Douglas
PublisherNewswood Limited
Pages136-139
Number of pages4
ISBN (Print)9789881404756
StatePublished - 2017
Event2017 World Congress on Engineering and Computer Science, WCECS 2017 - San Francisco, United States
Duration: 25 Oct 2017 → 27 Oct 2017

Publication series

NameLecture Notes in Engineering and Computer Science
Volume1
ISSN (Print)2078-0958

Conference

Conference2017 World Congress on Engineering and Computer Science, WCECS 2017
Country/TerritoryUnited States
CitySan Francisco
Period25/10/17 → 27/10/17

Keywords

  • Curvature algorithms
  • Multi-step methods
  • Quasi-Newton methods
  • Unconstrained optimization

Funding Agency

  • Kuwait Foundation for the Advancement of Sciences

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