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A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization

✍ Scribed by Babaie-Kafaki, Saman


Book ID
121598048
Publisher
Springer
Year
2013
Tongue
English
Weight
290 KB
Volume
11
Category
Article
ISSN
1619-4500

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In this paper, a new numerical method for solving large-scale unconstrained optimization problems is presented. It is derived from a modified BFGS-type update formula by Wei, Li, and Qi. It is observed that the update formula can be extended to the framework of limited memory scheme with hardly more