Yabe Hiroshi

Hiroshi Yabe

Information about the author Hiroshi Yabe will soon be added to the site.
Found 11 papers in total
Globally Convergent Three‐Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization
Globally Convergent Three‐Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization
2012
In this paper, we propose a three‐term conjugate gradient method based on...
A new nonlinear conjugate gradient method for unconstrained optimization
A new nonlinear conjugate gradient method for unconstrained optimization
2005
Conjugate gradient methods are widely used for large scale unconstrained optimization...
Superlinear convergence of the Sheng–Zou–Broyden method for nonlinear least squares problems
Superlinear convergence of the Sheng–Zou–Broyden method for nonlinear least squares problems
2003
We are concerned with nonlinear least squares problems. It is known that structured...
On relationship between two basic models in portfolio selection problems
On relationship between two basic models in portfolio selection problems
2001
In this paper, we consider the maximum probability model and the mean variance model,...
Superlinear convergence of factorized structured quasi-Newton methods for nonlinear optimization
Superlinear convergence of factorized structured quasi-Newton methods for nonlinear optimization
2000
This paper considers factorized structured quasi-Newton methods for solving nonlinear...
Quadratic and superlinear convergence of the Huschens method for nonlinear least squares problems
Quadratic and superlinear convergence of the Huschens method for nonlinear least squares problems
1998
This paper is concerned with quadratic and superlinear convergence of structured...
Q-superlinear convergence of primal–dual interior point quasi-Newton methods for constrained optimization
Q-superlinear convergence of primal–dual interior point quasi-Newton methods for constrained optimization
1997
This paper analyzes local convergence rates of primal–dual interior point...
Superlinear and quadratic convergence of some primal–dual interior point methods for constrained optimization
Superlinear and quadratic convergence of some primal–dual interior point methods for constrained optimization
1996
This paper proves local convergence rates of primal–dual interior point methods...
An application of sizing techniques to the SQP method
An application of sizing techniques to the SQP method
1994
This paper is concerned with a sequential quadratic programming (SQP) method for...
Factorized quasi-Newton methods for nonlinear least squares problems
Factorized quasi-Newton methods for nonlinear least squares problems
1991
This paper provides a modification to the Gauss-Newton method for nonlinear least...
Numerical comparison among structured quasi-Newton methods for nonlinear least squares problems
Numerical comparison among structured quasi-Newton methods for nonlinear least squares problems
1991
The purpose of this paper is to construct effective algorithms for solving nonlinear...
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