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Quasi-Newton Optimization Methods: Combining Multi-Secant with

Symmetry

Conference Paper · July 2021

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3 authors:

Nicolas Boutet Rob Haelterman

Belgium Defense Royal Military Academy
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Joris Degroote
Ghent University
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 Quasi-Newton optimization methods: combining multi-secant with symmetry

Nicolas Boutet nicolas.boutet@ugent.be, Rob Haelterman Rob.Haelterman@mil.be, Joris Degroote

Joris.Degroote@UGent.be

Solving complex root-finding problems is now a common situation in engineering. In most industrial
applications, numerical methods helped to develop pieces of software that can simply be considered
as a black box solving a problem based on given input variables. When such a black box is available,
optimization is a logical next step. After defining some objective function, a new question arises:
which value should be given to the variables in order to reach this objective? It is interesting to note
that for root-finding problems, one important strategy in recent research and applications, in
particular in interaction problems, is the use of multi-secant (or multi-points) Quasi-Newton
methods. However, this strategy has been very little explored in the context of optimization where
symmetrical methods (BFGS in the lead) are the most used. It can be shown that the multi-secant
property and the symmetry are generally mutually exclusive [Quasi-Newton Methods Using Multiple
Secant Equations, Schnabel 83]. Although, as multi-secant methods perform very well for root-
finding problems, we are interested in the application of those methods in optimization. In order to
tackle the stated general impossibility to develop a symmetric multi-secant Quasi-Newton update
formula, we expose three strategies and give an overview of some of their recent results: data
perturbation, penalized methods and alternating projections.

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