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LU Hui-fang, YANG Yue-ting. New modified limited memory quasi-Newton method (Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2010, (1): 34-38.
Citation:
LU Hui-fang, YANG Yue-ting. New modified limited memory quasi-Newton method (Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2010, (1): 34-38.
LU Hui-fang, YANG Yue-ting. New modified limited memory quasi-Newton method (Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2010, (1): 34-38.
Citation:
LU Hui-fang, YANG Yue-ting. New modified limited memory quasi-Newton method (Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2010, (1): 34-38.
Based on modified quasi-Newton equation, a new limited memory quasi-Newton method with two-loop recursion was proposed. Comparing to the classical limited memory BFGS method, the new method uses more function value and gradient informations to construct the quasi-Newton update mectrix, and does not need more computational efforts. The theory analysis and numerical results show the efficiency of the proposed method.
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