Multi-step quasi-Newton methods for optimization (Q1334773): Difference between revisions
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| English | Multi-step quasi-Newton methods for optimization |
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Multi-step quasi-Newton methods for optimization (English)
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22 September 1994
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Quasi-Newton methods update the existing Hessian approximation by means of data derived from the step just completed. The authors propose ``multistep'' methods, employing data from previous iterations, by means of interpolating polynomials. The results of extensive numerical experimentation indicate strongly that computational advantages can occur from such an approach, particularly as the dimension of the problem increases.
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multistep quasi-Newton methods
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unconstrained optimization
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numerical experimentation
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