scispace - formally typeset
Open AccessJournal ArticleDOI

Conditioning of Quasi-Newton Methods for Function Minimization

David F. Shanno
- 01 Jul 1970 - 
- Vol. 24, Iss: 111, pp 647-656
Reads0
Chats0
TLDR
In this paper, a class of approximating matrices as a function of a scalar parameter is presented, where the problem of optimal conditioning of these matrices under an appropriate norm is investigated and a set of computational results verifies the superiority of the new methods arising from conditioning considerations to known methods.
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 arising from conditioning considerations to known methods.

read more

Content maybe subject to copyright    Report

Citations
More filters
Journal ArticleDOI

Minima hopping guided path search: An efficient method for finding complex chemical reaction pathways

TL;DR: The Minima Hopping global optimization method uses physically realizable molecular dynamics moves in combination with an energy feedback that guarantees the escape from any potential energy funnel as mentioned in this paper, and is particularly suitable as a guide through the potential energy landscape and as a generator for pairs of minima that can be used as input structures for methods capable of finding transition states between two minima.
Journal ArticleDOI

Minima Hopping Guided Path Search: An Efficient Method for Finding Complex Chemical Reaction Pathways

TL;DR: It is argued that Minima Hopping is particularly suitable as a guide through the potential energy landscape and as a generator for pairs of minima that can be used as input structures for methods capable of finding transition states between two minima.
Journal ArticleDOI

Replica exchange molecular dynamics study of the truncated amyloid beta (11–40) trimer in solution

TL;DR: The structure of the 3Aβ11-40 oligomer is determined for the first time using the temperature replica exchange molecular dynamics simulations in the presence of an explicit solvent to study the intermolecular interactions in central hydrophobic cores of this cytotoxic oligomer.
Journal ArticleDOI

Modelling and optimization of a multistage flash desalination process

TL;DR: The development and application of artificial neural networks (ANNs) as a modelling technique for simulating, analyzing, and optimizing MSF processes and serves as an accurate and more convenient replacement of first principle models or plant data.
Proceedings Article

A self-correcting variable-metric algorithm for stochastic optimization

TL;DR: Numerical experiments illustrate that the method and a limited memory variant of it are stable and outperform (mini-batch) stochastic gradient and other quasi-Newton methods when employed to solve a few machine learning problems.
References
More filters
Journal ArticleDOI

A Rapidly Convergent Descent Method for Minimization

TL;DR: A number of theorems are proved to show that it always converges and that it converges rapidly, and this method has been used to solve a system of one hundred non-linear simultaneous equations.
Journal ArticleDOI

A family of variable-metric methods derived by variational means

TL;DR: In this paper, a rank-two variable-metric method was derived using Greenstadt's variational approach, which preserves the positive-definiteness of the approximating matrix.
Journal ArticleDOI

A Class of Methods for Solving Nonlinear Simultaneous Equations

TL;DR: In this article, the authors discuss certain modifications to Newton's method designed to reduce the number of function evaluations required during the iterative solution process of an iterative problem solving problem, such that the most efficient process will be that which requires the smallest number of functions evaluations.
Journal ArticleDOI

Quasi-Newton methods and their application to function minimisation

TL;DR: The Newton-Raphson method as mentioned in this paper is one of the most commonly used methods for solving nonlinear problems, where the corrections are computed as linear combinations of the residuals.
Journal ArticleDOI

A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems

TL;DR: Transitions whereby inequality constraints of certain forms can be eliminated from the formulation of an optimization problem are described, and examples of their use compared with other methods for handling such constraints are described.