JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS: VoL 20, No. 3, NOVEMBER 1976
A Variable-Metric Method for
Function Minimization Derived from
Invariancy to Nonlinear Scaling 1
E. SPEDICATO 2
Communicated by H. Y. Huang
Abstract. The effect of nonlinearly scaling the objective function on
the variable-metric method is investigated, and Broyden's update is
modified so that a property of invariancy to the scaling is satisfied. A new
three-parameter class of updates is generated, and criteria for an
optimal choice of the parameters are given, Numerical experiments
compare the performance of a number of algorithms of the resulting
class.
Key Words. Unconstrained minimization, variable-metric methods,
numerical methods, optimization theorems, function minimization.
1. Introduction
The variable-metric method to find the minimizer x* of a differentiable
function F = F(x), x ~ R n, is based on the iterative scheme
Xk÷l =Xk --AkHkgk, k =0, 1, 2,..., (1)
where g = g(x) is the gradient of F, H is a square matrix characterizing the
method, and A is a scalar called the stepsize. The iteration is started by
assigning an estimate x0 of the minimizer and a nonsingular, usually
positive-definite, matrix H0; A is chosen through a linear search with the aim
of approximately minimizing the function along the search vector Sk = Hkgk ;
ff the choice of A actually minimizes F along Sk, the iteration is called perfect;
if moreover a definite criterion is given to deal with situations where the
function is not unimodal along the search vector, the iteration is called
safeguarded.
The author is indebted to Professor S. S. Oren, Economic Engineering Department, Stanford
University, Stanford, California, for stimulating discussions during the development of this
paper. He also recognizes the financial support by the National Research Council of Italy
(CNR) for his stay at Stanford University.
2 Research Associate, Computing Center, CISE, Segrate, Milano, Italy.
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