A conjugate direction implementation of the BFGS algorithm with automatic scaling
نویسندگان
چکیده
منابع مشابه
The Bfgs Algorithm with Automatic Scaling
A new implementation of the BFGS algorithm for unconstrained optimization is reported which utilizes a conjugate factorization of the approximating Hessian matrix. The implementation is especially useful when gradient information is estimated by finite difference formulae and it is well suited to machines which are able to exploit parallel processing.
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ژورنال
عنوان ژورنال: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
سال: 1989
ISSN: 0334-2700,1839-4078
DOI: 10.1017/s0334270000006524