On quasi-Newton methods with modified quasi-Newton equation

被引：0

作者：

Xiao, Wei ^{[1
]}

Sun, Fengjian ^{[1
]}

机构：

[1] Nanjing Univ Sci & Technol, Fac Sci, Nanjing 210094, Peoples R China

来源：

PROCEEDINGS OF 2008 INTERNATIONAL PRE-OLYMPIC CONGRESS ON COMPUTER SCIENCE, VOL II: INFORMATION SCIENCE AND ENGINEERING | 2008年

关键词：

Unconstrained optimization; Quasi-Newton methods; modified quasi-Newton equation; BGFS type algorithms; Global convergence; Superlinear convergence;

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

It is known that the quasi-Newton methods are one of the most effective techniques for the solution of unconstrained optimization. Under modification of conventional quasi-Newton equation to make full use of known information like the objective function value, this paper presents three BFGS type algorithms, which have almost the same efficiencies as that of Zhang([6]) and We(1[7]). These modified quasi-Newton methods are globally convergent and possesses superlinear convergence.

引用

页码：359 / 363

页数：5

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