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The Superlinear Convergence of a Modified BFGS-Type Method for Unconstrained Optimization

โœ Scribed by Zengxin Wei; Gaohang Yu; Gonglin Yuan; Zhigang Lian


Book ID
111577516
Publisher
Springer US
Year
2004
Tongue
English
Weight
132 KB
Volume
29
Category
Article
ISSN
0926-6003

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A limited memory BFGS-type method for la
โœ Yunhai Xiao; Zengxin Wei; Zhiguo Wang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 408 KB

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