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A modified scaling parameter for the memoryless BFGS updating formula

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Abstract

Based on an eigenvalue analysis, condition number of the scaled memoryless BFGS (Broyden–Fletcher–Goldfarb–Shanno) updating formula is obtained. Then, a modified scaling parameter is proposed for the mentioned updating formula, minimizing the given condition number. The suggested scaling parameter can be considered as a modified version of the self–scaling parameter proposed by Oren and Spedicato. Numerical experiments are done; they demonstrate practical effectiveness of the proposed scaling parameter.

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Authors and Affiliations

  1. Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science, Semnan University, P.O. Box: 35195–363, Semnan, Iran

    Saman Babaie–Kafaki

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  1. Saman Babaie–Kafaki
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Babaie–Kafaki, S. A modified scaling parameter for the memoryless BFGS updating formula. Numer Algor 72, 425–433 (2016). https://doi.org/10.1007/s11075-015-0053-z

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  • DOI: https://doi.org/10.1007/s11075-015-0053-z

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