A new structured quasi-Newton algorithm using partial information on Hessian (Q966094): Difference between revisions
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Revision as of 00:24, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new structured quasi-Newton algorithm using partial information on Hessian |
scientific article |
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A new structured quasi-Newton algorithm using partial information on Hessian (English)
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27 April 2010
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An unconstrained minimization problem on \(\mathbb{R}^n\) is solved by making use of a new modification of the structured quasi-Newton method with a vector parameter. The method uses both available gradient and function value information on Hessian of the objective function. Local and superlinear convergence of the proposed method is proved.
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modified quasi-Newton method
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partial information on the Hessian
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superlinear convergence
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Dennis-More condition
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