A NEW VARIATIONAL RESULT FOR QUASI-NEWTON FORMULAE

被引:37
作者
Fletcher, R. [1 ]
机构
[1] Univ Dundee, Dept Math Sci, Dundee DD1 4HN, Scotland
关键词
quasi-Newton method; BFGS formula; DFP formula;
D O I
10.1137/0801002
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The recent measure function of Byrd and Nocedal [SIAM J. Numer. Anal., 26 (1989), pp. 727-739] is considered and simple proofs of some of its properties are given. It is then shown that the BFGS and DFP formulae satisfy a least change property with respect to this new measure.
引用
收藏
页码:18 / 21
页数:4
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