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|Title:||Multi-directional parallel algorithms for unconstrained optimization|
|Keywords:||BFGS up date|
|Source:||Phua, P.K.-H. (1996). Multi-directional parallel algorithms for unconstrained optimization. Optimization 38 (2) : 107-125. ScholarBank@NUS Repository.|
|Abstract:||Parallel algorithms for solving unconstrained nonlinear optimization problems are presented. These algorithms are based on the quasi-Newton methods. At each step of the algorithms, several search directions are generated in parallel using various quasi-Newton updates. Our numerical results show significant improvement in the number of iterations and function evaluations required by the parallel algorithms over those required by the serial quasi-Newton updates such as the SR1 method or the BFGS method for many of the test problems.|
|Appears in Collections:||Staff Publications|
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