1970
DOI: 10.2307/2004840
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Conditioning of Quasi-Newton Methods for Function Minimization

Abstract: Abstract. Quasi-Newton methods accelerate the steepest-descent technique for function minimization by using computational history to generate a sequence of approximations to the inverse of the Hessian matrix. This paper presents a class of approximating matrices as a function of a scalar parameter. The problem of optimal conditioning of these matrices under an appropriate norm as a function of the scalar parameter is investigated. A set of computational results verifies the superiority of the new methods arisi… Show more

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Cited by 787 publications
(794 citation statements)
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“…Parameters u *tot , z 0 , and C b are estimated by minimizing the root-mean-square error between measured velocity and suspended sand concentrations (U meas , C meas ) and the models (U mod , C mod [82] The quantities r and s are the number of velocity measurements (r = 5-40) and concentration measurements (s = 3-6). Equation (A12) was used in a minimization algorithm using the Broyden-Fletcher-Goldfarb-Shanno Quasi-Newton method with a cubic line procedure [Shanno, 1970] to produce the parameters u *tot , z 0 , and C b recorded in Table 3.…”
Section: Inverse Modelmentioning
confidence: 99%
“…Parameters u *tot , z 0 , and C b are estimated by minimizing the root-mean-square error between measured velocity and suspended sand concentrations (U meas , C meas ) and the models (U mod , C mod [82] The quantities r and s are the number of velocity measurements (r = 5-40) and concentration measurements (s = 3-6). Equation (A12) was used in a minimization algorithm using the Broyden-Fletcher-Goldfarb-Shanno Quasi-Newton method with a cubic line procedure [Shanno, 1970] to produce the parameters u *tot , z 0 , and C b recorded in Table 3.…”
Section: Inverse Modelmentioning
confidence: 99%
“…Os modelos foram obtidos a partir dos dados cristalográficos 31 . Os parâmetros geométricos das moléculas de CO, CO 2 e NH 3 foram totalmente otimizados, utilizando o algoritmo Broyden-Fletcher-Goldfarb-Shanno (BFGS) [63][64][65][66] , enquanto que os parâmetros geométricos do "cluster" foram mantidos congelados. Os efeitos da otimização não deixam de ser importantes, entretanto, os modelos estudados têm grande número de áto-mos e, conseqüentemente, elevado grau de liberdade.…”
Section: Modelos E Métodosunclassified
“…The particular nonlinear search used in this investigation was a quasi-Newton method, where the gradient is estimated using a numerical update; see, for instance, [16] and [17].…”
Section: Separating the Optimization Problem:m Odel Parameters Amentioning
confidence: 99%