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A rank-one fitting algorithm for unconstrained optimization problems
- Source :
-
Applied Mathematics Letters . Sep2004, Vol. 17 Issue 9, p1061-1067. 7p. - Publication Year :
- 2004
-
Abstract
- Abstract: This paper proposes a rank-one modified fitting algorithm. The main feature of the approach is that the update formula for the deflection matrix in an iteration is deduced from a quadratic fitting function, not from the traditional quasi-Newton equation. Under some mild assumptions, the algorithm is globally and linearly convergent. [Copyright &y& Elsevier]
- Subjects :
- *MATHEMATICS
*MATHEMATICAL optimization
*ALGORITHMS
*MATRICES (Mathematics)
Subjects
Details
- Language :
- English
- ISSN :
- 08939659
- Volume :
- 17
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Applied Mathematics Letters
- Publication Type :
- Academic Journal
- Accession number :
- 15560036
- Full Text :
- https://doi.org/10.1016/j.aml.2004.07.009