ISSN:
1573-2878
Keywords:
Optimization
;
unconstrained minimization
;
updates
;
line searches
;
convergence
;
numerical methods
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We consider a certain generalization of the Huang family of updates and discuss, firstly, convergence, dependence on parameters, and descent property; secondly, invariance under nonlinear scaling, conjugacy of search directions, and possibility of achieving a better approximation of the inverse of the Hessian. The last three aspects are shown to be dependent on particular choices of parameters. A numerical experiment is presented comparing the performances of the usual and modified BFGS algorithms.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00935273
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