A quasi-Newton method using a nonquadratic model (Q1339359)
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| Language | Label | Description | Also known as |
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| English | A quasi-Newton method using a nonquadratic model |
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A quasi-Newton method using a nonquadratic model (English)
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1 December 1994
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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.
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unconstrained optimization
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Broyden-Fletcher-Goldfarb-Shanno algorithm
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quasi-Newton algorithms
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nonquadratic polynomial models
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numerical experiments
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BFGS algorithm
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