Metoda quasi-Newton diagonală bazată pe minimizarea funcţiei Byrd-Nocedal pentru optimizare fără restricţii

A new quasi-Newton method with a diagonal updating matrix is suggested, where the diagonal elements are determined by minimizing the measure function of Byrd and Nocedal subject to the weak secant equation of Dennis and Wolkowicz. The Lagrange multiplier of this minimization problem is computed by...

Full description

Bibliographic Details
Main Author: Neculai ANDREI
Format: Article
Language:English
Published: ICI Publishing House 2018-12-01
Series:Revista Română de Informatică și Automatică
Subjects:
Online Access:https://rria.ici.ro/wp-content/uploads/2018/12/2_RRIA_NeculaiAndrei.pdf