scholarly journals Modified BFGS Update (H-Version) Based on the Determinant Property of Inverse of Hessian Matrix for Unconstrained Optimization

2020 ◽  
Vol 17 (3(Suppl.)) ◽  
pp. 0994
Author(s):  
Saad Shakir Mahmood

The study presents the modification of the Broyden-Flecher-Goldfarb-Shanno (BFGS) update (H-Version) based on the determinant property of inverse of Hessian matrix (second derivative of the objective function), via updating of the vector s ( the difference between the next solution and the current solution), such that the determinant of the next inverse of Hessian matrix is equal to the determinant of the current inverse of Hessian matrix at every iteration. Moreover, the sequence of inverse of Hessian matrix generated by the method would never  approach a near-singular matrix, such that the program would never break before the minimum value of the objective function is obtained. Moreover, the new modification of BFGS update (H-version) preserves the symmetric property and the positive definite property without any condition.

2019 ◽  
Vol 16 (3) ◽  
pp. 0661
Author(s):  
Mahmood Et al.

Broyden update is one of the one-rank updates which solves the unconstrained optimization problem but this update does not guarantee the positive definite and the symmetric property of Hessian matrix. In this paper the guarantee of positive definite and symmetric property for the Hessian matrix will be established by updating the vector  which represents the difference between the next gradient and the current gradient of the objective function assumed to be twice continuous and differentiable .Numerical results are reported to compare the proposed method with the Broyden method under standard problems.


Filomat ◽  
2016 ◽  
Vol 30 (5) ◽  
pp. 1283-1296
Author(s):  
Keyvan Amini ◽  
Somayeh Bahrami ◽  
Shadi Amiri

In this paper, a modified BFGS algorithm is proposed to solve unconstrained optimization problems. First, based on a modified secant condition, an update formula is recommended to approximate Hessian matrix. Then thanks to the remarkable nonmonotone line search properties, an appropriate nonmonotone idea is employed. Under some mild conditions, the global convergence properties of the algorithm are established without convexity assumption on the objective function. Preliminary numerical experiments are also reported which indicate the promising behavior of the new algorithm.


2019 ◽  
Vol 1 ◽  
pp. 1-2 ◽  
Author(s):  
Mao Li ◽  
Ryo Inoue

<p><strong>Abstract.</strong> A table cartogram, visualization of table-form data, is a rectangle-shaped table in which each cell is transformed to express the magnitude of positive weight by its area while maintaining the adjacency relationship of cells in the original table. Winter (2011) applies an area cartogram generation method of Gastner and Newman (2004) for their generation, and Evans et al. (2018) proposes a new geometric procedure. The rows and columns on a table cartogram should be easily recognized by readers, however, no methods have focused to enhance the readability. This study proposes a method that defines table cartogram generation as an optimization problem and attempts to minimize vertical and horizontal deformation. Since the original tables are comprised of regular quadrangles, this study uses quadrangles to express cells in a table cartogram and fixes the outer border to attempt to retain the shape of a standard table.</p><p>This study proposes a two-step approach for table cartogram generation with cells that begin as squares and with fixed outer table borders. The first step only adjusts the vertical and horizontal borders of cells to express weights to the greatest possible degree. All cells maintain their rectangular shape after this step, although the limited degree of freedom of this operation results in low data representation accuracy. The second step adapts the cells of the low-accuracy table cartogram to accurately fit area to weight by relaxing the constraints on the directions of borders of cells. This study utilizes an area cartogram generation method proposed by Inoue and Shimizu (2006), which defines area cartogram generation as an optimization problem. The formulation with vertex coordinate parameters consists of an objective function that minimizes the difference between the given data and size of each cell, and a regularization term that controls the changes of bearing angles. It is formulated as non-linear least squares, and is solved through the iteration of linear least squares by linearizing the problem at the coordinates of vertices and updating the estimated coordinates until the value of the objective function becomes small enough.</p>


2020 ◽  
Vol 2020 ◽  
pp. 1-15
Author(s):  
Pengyuan Li ◽  
Zhan Wang ◽  
Dan Luo ◽  
Hongtruong Pham

The BFGS method is one of the most efficient quasi-Newton methods for solving small- and medium-size unconstrained optimization problems. For the sake of exploring its more interesting properties, a modified two-parameter scaled BFGS method is stated in this paper. The intention of the modified scaled BFGS method is to improve the eigenvalues structure of the BFGS update. In this method, the first two terms and the last term of the standard BFGS update formula are scaled with two different positive parameters, and the new value of yk is given. Meanwhile, Yuan-Wei-Lu line search is also proposed. Under the mentioned line search, the modified two-parameter scaled BFGS method is globally convergent for nonconvex functions. The extensive numerical experiments show that this form of the scaled BFGS method outperforms the standard BFGS method or some similar scaled methods.


2019 ◽  
Vol 53 (2) ◽  
pp. 657-666
Author(s):  
Mohammad Afzalinejad

A problem with rapidly convergent methods for unconstrained optimization like the Newton’s method is the computational difficulties arising specially from the second derivative. In this paper, a class of methods for solving unconstrained optimization problems is proposed which implicitly applies approximations to derivatives. This class of methods is based on a modified Steffensen method for finding roots of a function and attempts to make a quadratic model for the function without using the second derivative. Two methods of this kind with non-expensive computations are proposed which just use first derivative of the function. Derivative-free versions of these methods are also suggested for the cases where the gradient formulas are not available or difficult to evaluate. The theory as well as numerical examinations confirm the rapid convergence of this class of methods.


2012 ◽  
Vol 562-564 ◽  
pp. 1955-1958
Author(s):  
Jin Bao Liu ◽  
Shou Ju Li ◽  
Wei Zhu

The inverse problem of parameter identification is deal with by minimizing an objective function that contains the difference between observed and calculated dam displacements. The optimization problem of minimizing objective function is solved with genetic algorithm. The calculated dam displacements are simulated by using finite element method according to water level change acting on dam upstream. The practical dam displacements are observed on the dam crest. The investigation shows that the forecasted dam displacements agree well with observed ones. The effectiveness of proposed inversion procedure is validated.


2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Heng Cheng ◽  
Guodong Zheng

In this paper, the improved element-free Galerkin (IEFG) method is used for solving 3D advection-diffusion problems. The improved moving least-squares (IMLS) approximation is used to form the trial function, the penalty method is applied to introduce the essential boundary conditions, the Galerkin weak form and the difference method are used to obtain the final discretized equations, and then the formulae of the IEFG method for 3D advection-diffusion problems are presented. The error and the convergence are analyzed by numerical examples, and the numerical results show that the IEFG method not only has a higher computational speed but also can avoid singular matrix of the element-free Galerkin (EFG) method.


Analysis ◽  
2015 ◽  
Vol 35 (2) ◽  
Author(s):  
Florian Skorzinski

AbstractSince the Willmore functional is invariant with respect to conformal transformations and reparametrizations, the kernel of the second derivative of the functional at a critical point will always contain a subspace generated by these transformations. We prove that the second derivative being positive definite outside this space is a sufficient condition for a critical point to be a local minimizer.


2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Yunlong Lu ◽  
Wenyu Li ◽  
Mingyuan Cao ◽  
Yueting Yang

A new self-adaptive rule of trust region radius is introduced, which is given by a piecewise function on the ratio between the actual and predicted reductions of the objective function. A self-adaptive trust region method for unconstrained optimization problems is presented. The convergence properties of the method are established under reasonable assumptions. Preliminary numerical results show that the new method is significant and robust for solving unconstrained optimization problems.


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