A NEW VARIATIONAL RESULT FOR QUASI-NEWTON FORMULAE

被引：37
|
作者：
Fletcher, R. [1 ]
机构：
[1] Univ Dundee, Dept Math Sci, Dundee DD1 4HN, Scotland
来源：
SIAM JOURNAL ON OPTIMIZATION | 1991年 / 1卷 / 01期
关键词：
quasi-Newton method; BFGS formula; DFP formula;
D O I：
10.1137/0801002
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The recent measure function of Byrd and Nocedal [SIAM J. Numer. Anal., 26 (1989), pp. 727-739] is considered and simple proofs of some of its properties are given. It is then shown that the BFGS and DFP formulae satisfy a least change property with respect to this new measure.
引用
收藏
页码：18 / 21
页数：4
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