Title :
A New Switching Algorithm Based on Modified Quasi-Newton Updates
Author :
Jiang, Xiaowei ; Lu, Yunlong ; Yang, Yueting
Author_Institution :
Dept. of Math., Beihua Univ., Jilin, China
Abstract :
We propose a new switching method for unconstrained minimization. The method is based on the quasi-Newton updates of Hiroshi Yabe, Hideho Ogasawara and Masayuki Yoshino. The eigenvalues and condition numbers of the modified SR1 update and the modified BFGS update are evaluated and used in the switching rule. When the condition number of the former is superior to that of the latter, the step is the modified SR1 step in the proposed quasi-Newton method, otherwise it is the modified BFGS step. The numerical results are reported and analyzed to show the superiority of the proposed method.
Keywords :
Newton method; minimisation; modified quasi-Newton updates; switching method; unconstrained minimization; Convergence; Differential equations; Eigenvalues and eigenfunctions; Mathematics; Minimization methods; Optimization methods; Symmetric matrices; BFGS update; quasi-Newton; switching method; symmetric rank-one update; unconstrained optimization;
Conference_Titel :
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location :
Huangshan, Anhui
Print_ISBN :
978-1-4244-6812-6
Electronic_ISBN :
978-1-4244-6813-3
DOI :
10.1109/CSO.2010.107
