Skip to main content
Log in

Two-phase quasi-Newton method for unconstrained optimization problem

  • Published:
Afrika Matematika Aims and scope Submit manuscript

Abstract

In this paper, a two-phase quasi-Newton scheme is proposed for solving an unconstrained optimization problem. The global convergence property of the scheme is provided under mild assumptions. The superlinear convergence rate of the scheme is also proved in the vicinity of the solution. The advantages of the proposed scheme over the traditional schemes are justified with numerical table and graphical illustrations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  1. Andrei, N.: An unconstrained optimization test functions collection. Adv. Model. Optim 10(1), 147–161 (2008)

    MathSciNet  MATH  Google Scholar 

  2. Babajee, D., Dauhoo, M.: An analysis of the properties of the variants of Newtons method with third order convergence. Appl. Math. Comput. 183(1), 659–684 (2006)

    MathSciNet  MATH  Google Scholar 

  3. Biglari, F., Ebadian, A.: Limited memory BFGS method based on a high-order tensor model. Comput. Optim. Appl. 60(2), 413–422 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  4. Chakraborty, S.K., Panda, G.: A higher order iterative algorithm for multivariate optimization problem. J. Appl. Math. Inform. 32(5–6), 747–760 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  5. Chakraborty, S.K., Panda, G.: Two-phase-SQP method with higher-order convergence property. J. Oper. Res. Soc. China 4(5), 385–396 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  6. Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Programm. 91(2), 201–213 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  7. Jensen, T.L., Diehl, M.: An approach for analyzing the global rate of convergence of quasi-Newton and truncated-Newton methods. J. Optim. Theory Appl. 1, 206–221 (2016)

    MathSciNet  MATH  Google Scholar 

  8. Kanwar, V., Kumar, S., Kansal, M., Garg, A.: Efficient families of Newtons method and its variants suitable for non-convergent cases. Afrika Matematika 27(5–6), 767–779 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  9. Nocedal, J., Wright, S.J.: Numerical Optimization, Springer Series in Operations Research and Financial Engineering, 2nd edn. Springer, New York (2006)

    Google Scholar 

  10. Sharma, J.R., Guha, R.K., Sharma, R.: An efficient fourth order weighted-Newton method for systems of nonlinear equations. Numer. Algorithm. 62(2), 307–323 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  11. Soleymani, F., Lotfi, T., Bakhtiari, P.: A multi-step class of iterative methods for nonlinear systems. Optim. Lett. 8(3), 1001–1015 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  12. Tapia, R.: On averaging and representation properties of the BFGS and related secant updates. Math. Programm. 153(2), 363–380 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  13. Xiao, Y.H., Li, T.F., Wei, Z.X.: Global convergence of a modified limited memory BFGS method for non-convex minimization. Acta Math. Appl. Sin. Engl. Ser 29(3), 555–566 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  14. Zhang, H., Ni, Q.: A new regularized quasi-Newton method for unconstrained optimization. Optim. Lett. 12(7), 1639–1658 (2018)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Suvra Kanti Chakraborty.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chakraborty, S.K., Panda, G. Two-phase quasi-Newton method for unconstrained optimization problem. Afr. Mat. 30, 737–746 (2019). https://doi.org/10.1007/s13370-019-00680-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13370-019-00680-5

Keywords

Mathematics Subject Classification

Navigation