Low complexity secant quasi-Newton minimization algorithms for nonconvex functions

  • Authors:
  • Carmine Di Fiore;Stefano Fanelli;Paolo Zellini

  • Affiliations:
  • Dipartimento di Matematica, Universití di Roma "Tor Vergata", Via della Ricerca Scientifica, 1 00133 Roma, Italy;Dipartimento di Matematica, Universití di Roma "Tor Vergata", Via della Ricerca Scientifica, 1 00133 Roma, Italy;Dipartimento di Matematica, Universití di Roma "Tor Vergata", Via della Ricerca Scientifica, 1 00133 Roma, Italy

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2007

Quantified Score

Hi-index 7.30

Visualization

Abstract

In this work some interesting relations between results on basic optimization and algorithms for nonconvex functions (such as BFGS and secant methods) are pointed out. In particular, some innovative tools for improving our recent secant BFGS-type and LQN algorithms are described in detail.