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A Class Of Modified Bfgs Methods With Function Value Information For Unconstrained Optimization

Author

Listed:
  • HAO LIU

    (College of Sciences, Nanjing University of Technology, Nanjing, Jiangsu, 210009, China)

  • HAI-JUN WANG

    (College of Sciences, China University of Mining and Technology, Xuzhou, Jiangsu, 221008, China)

  • XIAO-YAN QIAN

    (College of Sciences, Nanjing University of Technology, Nanjing, Jiangsu, 210009, China)

  • QING-SHENG SHI

    (College of Sciences, Nanjing University of Technology, Nanjing, Jiangsu, 210009, China)

Abstract

Based on some new interpolation conditions, a quadratic interpolation model is constructed to approximate the objective function, and then a class of modified BFGS methods with function value information is presented. The new methods satisfy some new weak secant equations and there is a parameter γ in the update formulae which ranges from zero to one. The global and local superlinear convergence properties of the new modified BFGS methods are proved. Numerical results for standard test problems from CUTE are reported, which indicate that all the methods in the proposed class perform well. Ensuring the sufficient positive definiteness of the updating matrices, an adaptive BFGS quasi-Newton method by dynamically choosing the parameter γ is proposed, which may be competitive with other BFGS modifications.

Suggested Citation

  • Hao Liu & Hai-Jun Wang & Xiao-Yan Qian & Qing-Sheng Shi, 2013. "A Class Of Modified Bfgs Methods With Function Value Information For Unconstrained Optimization," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 30(06), pages 1-20.
    • Handle: RePEc:wsi:apjorx:v:30:y:2013:i:06:n:s0217595913500243
    DOI: 10.1142/S0217595913500243
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    Cited by:

    1. S. Bojari & M. R. Eslahchi, 2020. "Global convergence of a family of modified BFGS methods under a modified weak-Wolfe–Powell line search for nonconvex functions," 4OR, Springer, vol. 18(2), pages 219-244, June.

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