An efficient class of switching type algorithms in the Broyden family*
作者:
Mehiddin Al-Baali,
期刊:
Optimization Methods and Software
(Taylor Available online 1994)
卷期:
Volume 4,
issue 1
页码: 29-46
ISSN:1055-6788
年代: 1994
DOI:10.1080/10556789408805576
出版商: Gordon and Breach Science Publishers
关键词: Quasi-Newton methods, Broyden's family, convex and preconvex classes, the BFGS and SRI methods, algorithms from the preconvex class
数据来源: Taylor
摘要:
In this paper, we extend the switching BFGS/DFP algorithm of Fletcher and the switching BFGS/SR1 algorithm of Al-Baali to a class of switching type algorithms proposed within the Broyden family of quasi-Newton methods for unconstrained optimization. We propose some members of this class, which switch among the BFGS, the SRI and other desirable methods from the preconvex class. The switching technique is made in a certain sense upon the basis of estimating the size of the eigenvalues of the Hessian approximation. The results on a set of standard test problems show that several switching methods improve over the BFGS method and work almost similarly to certain idealized methods.
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