A Quasi-Newton Algorithm Without Calculating Derivatives for Unconstrained Optimization

A Quasi-Newton Algorithm Without Calculating Derivatives for Unconstrained Optimization

Year:    1994

Author:    Lin-Ping Sun

Journal of Computational Mathematics, Vol. 12 (1994), Iss. 4 : pp. 380–386

Abstract

A new algorithm for unconstrained optimization is developed, by using the product form of the OCSSR1 update. The implementation is especially useful when gradient information is estimated by difference formulae. Preliminary tests show that new algorithm can perform well.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1994-JCM-10220

Journal of Computational Mathematics, Vol. 12 (1994), Iss. 4 : pp. 380–386

Published online:    1994-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    7

Keywords:   

Author Details

Lin-Ping Sun