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Open AccessJournal ArticleDOI

Conditioning of Quasi-Newton Methods for Function Minimization

David F. Shanno
- 01 Jul 1970 - 
- Vol. 24, Iss: 111, pp 647-656
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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.

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Citations
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Finite Correlation Length Scaling in Lorentz-Invariant Gapless iPEPS Wave Functions

TL;DR: In this article, the utility of infinite projected entangled pair states for approximating gapless states of quantum matter was demonstrated, enabling progress on understanding strongly interacting quantum systems, and a new numerical analysis was presented.
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Perspective: Energy Landscapes for Machine Learning

TL;DR: In this paper, the authors explore and visualise molecular potential energy landscapes to gain new insight into the solution space involved in training and the nature of corresponding predictions, and relate these emergent properties to the structure of the underlying landscape.
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MNDO properties of heteroatom and phenyl substituted nitrenium ions

TL;DR: In this article, it was shown that -NH2,PH2,SH, and -OH substituted derivatives have singlet ground states of comparable stability and ease of formation, and N-formyl nitrenium ions have similar ground states.
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An Open Source Simulation Model for Soil and Sediment Bioturbation

TL;DR: It is argued that a movement towards process-based modelling can improve both the representation of the mechanistic basis of bioturbation and the intuitiveness of modelling approaches.
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Tensor Hypercontraction Second-Order Møller-Plesset Perturbation Theory: Grid Optimization and Reaction Energies.

TL;DR: An algorithm for THC-MP2 is presented that lowers the memory requirements as well as the prefactor while maintaining the formal quartic scaling, and a procedure to optimize quadrature grids used in grid-based least-squares (LS) THC- MP2 is described.
References
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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.
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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.