A quasi-Newton method using a nonquadratic model
The author considers an extension of quasi-Newton algorithms obtained by using some specific nonquadratic polynomial models in order to approximate a nonlinear cost. No theory of convergence is given. Instead, the author gives numerical experiments that show a modest advantage of the new method with respect to the classical BFGS algorithm.
Broyden-Fletcher-Goldfarb-Shanno algorithm
scientific article; zbMATH DE number 699113
scientific article