Year: 2006
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 665–674
Abstract
The quasi-Newton equation has played a central role in the quasi-Newton methods for solving systems of nonlinear equations and/or unconstrained optimization problems. Instead, Pan suggested a new equation, and showed that it is of the second order while the traditional of the first order, in certain approximation sense [12]. In this paper, we make a generalization of the two equations to include them as special cases. The generalized equation is analyzed, and new updates are derived from it. A DFP-like new update outperformed the traditional DFP update in computational experiments on a set of standard test problems.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2006-JCM-8782
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 665–674
Published online: 2006-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: System of nonlinear equations Unconstrained optimization Quasi-Newton equation Second-order Quasi-Newton equation Update formula.