Computational experience with bank-one positive definite quasi-newton algorithms

Abstract

Rank-one positive definite Quasi-Newton algorithms for unconstrained minimization of the type described by Kleinmichel and Spedicato are numerically evaluated versus the BFS algorithm. Results show that, while on certain functions some rank-one methods perform better, overall the BFS still comes first, its superiority being more evident for larger dimensional problems.

Keywords:

• Mathematical programming
• nonlinear programming

AMS 1980 Subject Classifications:

• Primary: 65 K 05
• Secondary: 90 C 30