Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions

2021 ◽  
Vol 79 (1) ◽  
pp. 127-154
Author(s):  
Shummin Nakayama ◽  
Yasushi Narushima ◽  
Hiroshi Yabe
Author(s):  
Mehiddin Al-Baali ◽  
Anton Purnama

A class of damped quasi-Newton methods for nonlinear optimization has recently been proposed by extending the damped-technique of Powell for the BFGS method to the Broyden family of quasi-Newton methods. It has been shown that this damped class has the global and superlinear convergence property that a restricted class of 'undamped' methods has for convex objective functions in unconstrained optimization. To test this result, we applied several members of the Broyden family and their corresponding damped methods to a simple quadratic function and observed several useful features of the damped-technique. These observations and other numerical experiences are described in this paper. The important role of the damped-technique is shown not only for enforcing the above convergence property, but also for improving the performance of efficient, inefficient and divergent undamped methods substantially (significantly in the latter case). Thus, some appropriate ways for employing the damped-technique are suggested. 


2019 ◽  
Vol 15 (4) ◽  
pp. 1773-1793
Author(s):  
Shummin Nakayama ◽  
◽  
Yasushi Narushima ◽  
Hiroshi Yabe ◽  
◽  
...  

2015 ◽  
Vol 25 (3) ◽  
pp. 1660-1685 ◽  
Author(s):  
Wen Huang ◽  
K. A. Gallivan ◽  
P.-A. Absil

1985 ◽  
Vol 47 (4) ◽  
pp. 393-399 ◽  
Author(s):  
F. Biegler-König
Keyword(s):  

2013 ◽  
Vol 33 (3) ◽  
pp. 517-542 ◽  
Author(s):  
El-Sayed M. E. Mostafa ◽  
Mohamed A. Tawhid ◽  
Eman R. Elwan

1994 ◽  
Vol 50 (1-3) ◽  
pp. 305-323 ◽  
Author(s):  
J.A. Ford ◽  
I.A. Moghrabi
Keyword(s):  

2015 ◽  
Vol 406 ◽  
pp. 194-208 ◽  
Author(s):  
Dan Vladimir Nichita ◽  
Martin Petitfrere

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