Year: 1995
Author: Ya-Xiang Yuan, Richard H. Byrd
Journal of Computational Mathematics, Vol. 13 (1995), Iss. 2 : pp. 95–107
Abstract
In this report we present some new numerical methods for unconstrained optimization. These methods apply update formulae that do not satisfy the quasi-Newton equation. We derive these new formulae by considering different techniques of approximating the objective function. Theoretical analyses are given to show the advantages of using non-quasi-Newton updates. Under mild conditions we prove that our new update formulae preserve global convergence properties. Numerical results are also presented.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1995-JCM-9253
Journal of Computational Mathematics, Vol. 13 (1995), Iss. 2 : pp. 95–107
Published online: 1995-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 13