On Modified DFP Update for Unconstrained Optimization
نویسندگان
چکیده
منابع مشابه
On the convergence of the DFP algorithm for unconstrained optimization when there are only two variables
Let the DFP algorithm for unconstrained optimization be applied to an objective function that has continuous second derivatives and bounded level sets, where each line search nds the rst local minimum. It is proved that the calculated gradients are not bounded away from zero if there are only two variables. The new feature of this work is that there is no need for the objective function to be c...
متن کاملA Modified BFGS Algorithm for Unconstrained Optimization
In this paper we present a modified BFGS algorithm for unconstrained optimization. The BFGS algorithm updates an approximate Hessian which satisfies the most recent quasi-Newton equation. The quasi-Newton condition can be interpreted as the interpolation condition that the gradient value of the local quadratic model matches that of the objective function at the previous iterate. Our modified al...
متن کاملModified Seeker Optimization Algorithm for Unconstrained Optimization Problems
Seeker optimization algorithm (SOA) is a novel search algorithm based on simulating the act of human searching, which has been shown to be a promising candidate among search algorithms for unconstrained function optimization. In this article we propose a modified seeker optimization algorithm. In order to enhance the performance of SOA, our proposed approach uses two search equations for produc...
متن کاملMulti-steps Symmetric Rank-one Update for Unconstrained Optimization
In this paper, we present a generalized Symmetric Rank-one (SR1) method by employing interpolatory polynomials in order to possess a more accurate information from more than one previous step. The basic idea is to incorporate the SR1 update within the framework of multi-step methods. Hence iterates could be interpolated by a curve in such a way that the consecutive points define the curves. How...
متن کاملThe modified BFGS method with new secant relation for unconstrained optimization problems
Using Taylor's series we propose a modified secant relation to get a more accurate approximation of the second curvature of the objective function. Then, based on this modified secant relation we present a new BFGS method for solving unconstrained optimization problems. The proposed method make use of both gradient and function values while the usual secant relation uses only gradient values. U...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: American Journal of Applied Mathematics
سال: 2017
ISSN: 2330-0043
DOI: 10.11648/j.ajam.20170501.13