Eigenvalue Analyses on the Memoryless Davidon–Fletcher–Powell Method Based on a Spectral Secant Equation

Fatemeh Dargahi (), Saman Babaie-Kafaki () and Zohre Aminifard ()
Additional contact information
Fatemeh Dargahi: Semnan University
Saman Babaie-Kafaki: Free University of Bozen-Bolzano
Zohre Aminifard: Semnan University

Journal of Optimization Theory and Applications, 2024, vol. 200, issue 1, No 14, 394-403

Abstract: Abstract The subject of this study is the analysis of the spectral secant equation for the well-known Davidon–Fletcher–Powell (DFP) quasi-Newton updating formula. More precisely, we plan to make the memoryless DFP formula well conditioned in several aspects. We first focus our efforts on obtaining eigenvalues of the DFP formula and directly analyzing its spectral condition number. Then, we proceed in a different direction by using the Byrd–Nocedal measure function as well. Lastly, we propose a hybrid adaptive formula for the spectral parameter of the method.

Keywords: Unconstrained optimization; Spectral secant equations; DFP update; Eigenvalue analysis; 65K05; 90C53; 15A23 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-023-02354-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:200:y:2024:i:1:d:10.1007_s10957-023-02354-6

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-023-02354-6

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().