Structure of Quasi-Newton Minimization Methods

被引：0

作者：

Vetoshkin, A. M. ^{[1
]}

机构：

[1] Moscow State Forest Univ, Moscow 141005, Moscow Oblast, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2010年 / 50卷 / 05期

关键词：

unconstrained optimization methods; new quasi-Newton methods; Broyden method;

D O I：

10.1134/S0965542510050039

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A scheme for the design of quasi-Newton methods for unconstrained optimization problems is examined. A criterion for the positive definiteness of the quasi-Newton modification of the Hessian matrix is given. Quasi-Newton methods are described that cannot be placed within the classical scheme specified by the family of Broyden methods.

引用

页码：778 / 791

页数：14

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