Conditioning of Quasi-Newton Methods for Function Minimization
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"Conditioning of Quasi-Newton Method..." refers methods in this paper
...This feature is also true of Broyden's method defined in [10], but not of those devised in [3] (see [6])....
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...C. G. Broyden, "Quasi-Newton methods and their application to function minimisation," Math....
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...Other parametric separations are possible, and have been developed by Broyden [10] and Goldfarb [11]....
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...C. G. Broyden, "A class of methods for solving nonlinear simultaneous equations," Math....
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...Some well-known techniques of this type are the Fletcher-Powell modification of Davidon's method [1], [2], Broyden methods [3], [10], the Barnes-Rosen method [4], [5], and Goldfarb's method [11]....
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377 citations
"Conditioning of Quasi-Newton Method..." refers background in this paper
...They are the sum of two exponentials documented by Box [7], and defined by...
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...They are the sum of two exponentials documented by Box [7], and defined by (40) /(*,, *,) = £ [fr—'« - *—") - (e~li - e-10")]2. where U ranges from .1 to 1 in steps of .1; Rosenbrock's function with the initial estimates suggested by Leon [8], and defined by (41) /(*!, x2) = lOOfc - x2)2 + (1 - Xlf; Wood's function as documented by Pearson [9], and defined by (42) /to, x2,x3, Xi) = lOOfe - ^)2 + (1 - Xl)2 + 9Q(Xi - x\)2 + (1 - x3f + 10.1[(x2 - l)2 + (jr4 - Dl + 19.8(*2 - l)(xt - 1); License or copyright restrictions may apply to redistribution; see https://www.ams.org/journal-terms-of-use 656 D. F. SHANNO and finally the Weibull function, defined by (43) t(xu x2, x3) = ¿ ^exp y-— (t, - xa)"J - y,J , where the y(" and r<0 are perfect data generated for the 99 points corresponding to y = .1 to .99, in steps of .01, for the values Xi = 50, x2 = 1.5, x3 = 25....
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...M. J. Box, "A comparison of several current optimization methods, and the use of transformations in constrained problems," Comput....
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...Box's three-parameter exponential problem was also tried, but nonuniqueness of the optimum caused different methods to converge to different optima, invalidating comparisons....
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