- Tytuł:
- A conjugate gradient method with quasi-Newton approximation
- Autorzy:
- Koko, Jonas
- Powiązania:
- https://bibliotekanauki.pl/articles/1208176.pdf
- Data publikacji:
- 2000
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
Newton and quasi-Newton methods
unconstrained high-dimensional optimization
conjugate gradient methods - Opis:
- The conjugate gradient method of Liu and Storey is an efficient minimization algorithm which uses second derivatives information, without saving matrices, by finite difference approximation. It is shown that the finite difference scheme can be removed by using a quasi-Newton approximation for computing a search direction, without loss of convergence. A conjugate gradient method based on BFGS approximation is proposed and compared with existing methods of the same class.
- Źródło:
-
Applicationes Mathematicae; 2000, 27, 2; 153-165
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł