A Classification of Quasi-Newton Methods

被引:0
作者
C. Brezinski
机构
[1] Université des Sciences et Technologies de Lille,Laboratoire de Mathématiques Appliquées, FRE CNRS 2222, UFR de Mathématiques Pures et Appliquées
来源
Numerical Algorithms | 2003年 / 33卷
关键词
nonlinear equations; quasi-Newton methods;
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学科分类号
摘要
In this paper, we consider quasi-Newton methods of the form xk+1=xk+Λkf(xk), k=0,1,. . . , for the solution of the system of nonlinear equations f(x)=0. We present a classification of such methods based on different structures for the matrix Λk and various criteria for its computation, issued from three different formulae. Many known methods can be put into this framework and new methods are also obtained.
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页码:123 / 135
页数:12
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