MODIFYING BFGS UPDATE FOR UNCONSTRAINED OPTIMIZATION
| Main Author: | Mahmood, Saad Shakir |
|---|---|
| Other Authors: | UNWIDHA |
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
MAGISTRA
, 2004
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| Online Access: |
http://journal.unwidha.ac.id/index.php/magistra/article/view/155 http://journal.unwidha.ac.id/index.php/magistra/article/view/155/113 |
Daftar Isi:
- In this work, we propose the a-BFGS update. We show that under certain circumstance this a-BFGS update corrects the condition number of the Hessain matrix better than the BFGS does. Our numerical result support this claim and also indicate that the a-BFGS update may be competitive with the BFGS update in general. This a-BFGS update can Key words. Unconstrained optimization, Quasi-Newton methods, BFGS update.