A quasi-Newton method using a nonquadratic model (Q1339359): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q588442 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: Joseph Frédéric Bonnans / rank | |||
Normal rank | |||
Revision as of 19:28, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-Newton method using a nonquadratic model |
scientific article |
Statements
A quasi-Newton method using a nonquadratic model (English)
0 references
1 December 1994
0 references
The author considers an extension of quasi-Newton algorithms obtained by using some specific nonquadratic polynomial models in order to approximate a nonlinear cost. No theory of convergence is given. Instead, the author gives numerical experiments that show a modest advantage of the new method with respect to the classical BFGS algorithm.
0 references
unconstrained optimization
0 references
Broyden-Fletcher-Goldfarb-Shanno algorithm
0 references
quasi-Newton algorithms
0 references
nonquadratic polynomial models
0 references
numerical experiments
0 references
BFGS algorithm
0 references
