Damped techniques for enforcing convergence of quasi-Newton methods
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چکیده
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منابع مشابه
On the Behavior of Damped Quasi-Newton Methods for Unconstrained Optimization
We consider a family of damped quasi-Newton methods for solving unconstrained optimization problems. This family resembles that of Broyden with line searches, except that the change in gradients is replaced by a certain hybrid vector before updating the current Hessian approximation. This damped technique modifies the Hessian approximations so that they are maintained sufficiently positive defi...
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We consider a family of damped quasi-Newton methods for solving unconstrained optimization problems. This family resembles that of Broyden with line searches, except that the change in gradients is replaced by a certain hybrid vector before updating the current Hessian approximation. This damped technique modifies the Hessian approximations so that they are maintained sufficiently positive defi...
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عنوان ژورنال:
- Optimization Methods and Software
دوره 29 شماره
صفحات -
تاریخ انتشار 2014