Revision of a derivative-free quasi-Newton method
نویسندگان
چکیده
منابع مشابه
Revision of a Derivative-Free Quasi-Newton Method
A derivative-free Quasi-Newton (DFQN) method previously published [J. Greenstadt, Math. Comp., v. 26, 1972, pp. 145—166] has been revised and simplified. The main modification has the effect of keeping all the successive approximants to the Hessian matrix positive-definite. This, coupled with some improvements in the line search, has enhanced the performance of the method considerably. The resu...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1978
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-1978-0474810-5