Back to Search
Start Over
A Survey of Quasi-Newton Equations and Quasi-Newton Methods for Optimization.
- Source :
- Annals of Operations Research; 2001, Vol. 103 Issue 1-4, p213-234, 22p
- Publication Year :
- 2001
-
Abstract
- Quasi-Newton equations play a central role in quasi-Newton methods for optimization and various quasi-Newton equations are available. This paper gives a survey on these quasi Newton equations and studies properties of quasi-Newton methods with updates satisfying different quasi-Newton equations. These include single-step quasi-Newton equations that use only gradient information and that use both gradient and function value information in one step, and multi-step quasi-Newton equations that use the gradient information in last m steps. Main properties of quasi-Newton methods with updates satisfying different quasi-Newton equations are studied. These properties include the finite termination property, invariance, heredity of positive definite updates, consistency of search directions, global convergence and local superlinear convergence properties. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02545330
- Volume :
- 103
- Issue :
- 1-4
- Database :
- Complementary Index
- Journal :
- Annals of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 18656232
- Full Text :
- https://doi.org/10.1023/A:1012959223138