FAMILY OF OPTIMALLY CONDITIONED QUASI-NEWTON UPDATES FOR UNCONSTRAINED OPTIMIZATION

被引：3

作者：

HU, YF

STOREY, C

机构：

[1] Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1994年 / 83卷 / 02期

关键词：

UNCONSTRAINED OPTIMIZATION; QUASI-NEWTON UPDATES; OPTIMAL CONDITIONING; RANK N FAMILY;

D O I：

10.1007/BF02190066

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this note, a general optimal conditioning problem for updates which satisfy the quasi-Newton equation is solved. The new solution is a family of updates which contains other known optimally conditioned updates but also includes new formulas of increased rank. A new factorization formula for the Broyden family and some preliminary numerical results are also given.

引用

页码：421 / 431

页数：11

共 17 条

[1]

ALBAALI M, 1988, 87 U DAM FS DEP MATH

[2] GLOBAL CONVERGENCE OF A CLASS OF QUASI-NEWTON METHODS ON CONVEX PROBLEMS [J].