NON-QUASI-NEWTON UPDATES FOR UNCONSTRAINED OPTIMIZATION

In this report we present some new numerical methods for unconstrained op-timization. These methods apply update formulae that do not satisfy the quasi-Newton equation. We derive these new formulae by considering different techniques of approkimating the objective function. Theoretical analyses are given to show the advantages of using non-quasi-Newton updates. Under mild conditions we prove that our new update formulae preserve global convergence properties. Numerical results are also presented.