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On the behaviour of a combined extra-updating/self-scaling BFGS method - MaRDI portal

On the behaviour of a combined extra-updating/self-scaling BFGS method (Q5946739)

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scientific article; zbMATH DE number 1659486
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On the behaviour of a combined extra-updating/self-scaling BFGS method
scientific article; zbMATH DE number 1659486

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    On the behaviour of a combined extra-updating/self-scaling BFGS method (English)
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    14 October 2001
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    New algorithms that combine the best features of extra-updating and self-scaling in Broyden-Fletcher-Goldfarb-Shannon (BFGS) methods for unconstrained optimization are suggested and compared.
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    quasi-Newton updates
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    Broyden-Fletcher-Goldfarb-Shannon methods
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    algorithms
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    self-scaling
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    unconstrained optimization
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