A new BFGS algorithm using the decomposition matrix of the correction matrix to obtain the search directions (Q892527)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6511695
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new BFGS algorithm using the decomposition matrix of the correction matrix to obtain the search directions |
scientific article; zbMATH DE number 6511695 |
Statements
A new BFGS algorithm using the decomposition matrix of the correction matrix to obtain the search directions (English)
0 references
19 November 2015
0 references
Summary: We present an improved method for determining the search direction in the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm. Our approach uses the equal inner product decomposition method for positive-definite matrices. The decomposition of an approximated Hessian matrix expresses a correction formula that is independent from the exact line search. This decomposed matrix is used to compute the search direction in a new BFGS algorithm.
0 references
Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm
0 references
equal inner product decomposition method for positive-definite matrices
0 references
approximated Hessian matrix
0 references
0.9240586161613464
0 references
0.8341255187988281
0 references
0.7842158675193787
0 references
0.7599077820777893
0 references
