Extra multistep BFGS updates in quasi-Newton methods
نویسندگان
چکیده
منابع مشابه
Extra multistep BFGS updates in quasi-Newton methods
This note focuses on developing quasi-Newton methods that combine m+ 1 multistep and single-step updates on a single iteration for the sake of constructing the new approximation to the Hessian matrix to be used on the next iteration in computing the search direction. The approach considered here exploits the merits of the multistepmethods and those of El-Baali (1999) to create a hybrid techniqu...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2006
ISSN: 0161-1712,1687-0425
DOI: 10.1155/ijmms/2006/12583