A modified BFGS quasi-Newton iterative formula

Fuente: arXiv
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Autor principal: Chen, W.
Formato: Preprint
Publicado: 1999
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author Chen, W.
author_facet Chen, W.
contents The quasi-Newton equation is the very basis of a variety of the quasi-Newton methods. By using a relationship formula between nonlinear polynomial equations and the corresponding Jacobian matrix. presented recently by the present author, we established an exact alternative of the approximate quasi-Newton equation and consequently derived an modified BFGS updating formulas.
format Preprint
id arxiv_https___arxiv_org_abs_math_9907094
institution arXiv
publishDate 1999
record_format arxiv
spellingShingle A modified BFGS quasi-Newton iterative formula
Chen, W.
Numerical Analysis
G.1.3; G.1.5; G.1.2
The quasi-Newton equation is the very basis of a variety of the quasi-Newton methods. By using a relationship formula between nonlinear polynomial equations and the corresponding Jacobian matrix. presented recently by the present author, we established an exact alternative of the approximate quasi-Newton equation and consequently derived an modified BFGS updating formulas.
title A modified BFGS quasi-Newton iterative formula
topic Numerical Analysis
G.1.3; G.1.5; G.1.2
url https://arxiv.org/abs/math/9907094