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GERAD seminar

Some damped-Broyden methods for unconstrained optimization


Jun 12, 2019   02:00 PM — 03:00 PM

Mehiddin Al-Baali Professor, Department of Mathematics and Statistics, Sultan Qaboos University, Oman

Recently, Al-Baali (2014, 2004) has extended the damped-technique in the modified BFGS method of Powell for constrained optimization to the Broyden family of quasi-Newton methods for unconstrained optimization. Appropriate choices for the damped-parameter which maintains the convergence property of these methods will be proposed. Numerical results will be described to show that these choices improve the performance of quasi-Newton methods substantially in several cases.

Free entrance.
Welcome to everyone!

Dominique Orban organizer


Room 4488
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour
Montréal QC H3T 1J4