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

A framework for speech source localization using sensor arrays

TL;DR: In this article, a speech source localization algorithm for estimating the position of speech sources in a real room environment given limited computational resources is presented. And the theoretical foundations of the proposed source localization system are presented, as well as results obtained from several real systems are presented.
Journal ArticleDOI

Parallel Multistream Training of High-Dimensional Neural Network Potentials

TL;DR: This work presents an efficient approach for optimizing the weight parameters of the neural network via multistream Kalman filtering, using potential energies and forces as reference data, and demonstrates how to optimize training results of HDNNPs.
Journal ArticleDOI

Robust factorization

TL;DR: A new and computationally efficient algorithm for applying an arbitrary error function in the factorization scheme that enables the use of robust statistical techniques and arbitrary noise models for the individual features.
Journal ArticleDOI

On the performance of eleven DFT functionals in the description of the vibrational properties of aluminosilicates

TL;DR: In this article, the performance of eleven DFT functionals in describing the equilibrium structure and the vibrational spectra at the Γ point of pyrope (Mg3Al2Si3O12), forsterite (α-Mg2SiO4), α-quartz(α-SiO2) and corundum (α -Al2O3) is discussed.
Journal ArticleDOI

Understanding the adsorption process in ZIF-8 using high pressure crystallography and computational modelling.

TL;DR: In this article, the authors introduce an approach to understand gas uptake in porous metal-organic frameworks (MOFs) by loading liquefied gases at GPa pressures inside the Zn-based framework ZIF-8.
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.