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An improved multi-step gradient-type method for large scale optimization

โœ Scribed by Mahboubeh Farid; Wah June Leong

Book ID
108078741
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
256 KB
Volume
61
Category
Article
ISSN
0898-1221

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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