Structure of quasi-Newton minimization methods
А. М. Ветошкин
Abstract
А. М. Ветошкин
Abstract
A scheme for the design of quasi-Newton methods for unconstrained optimization problems is examined. A criterion for the positive definiteness of the quasi-Newton modification of the Hessian matrix is given. Quasi-Newton methods are described that cannot be placed within the classical scheme specified by the family of Broyden methods.
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A scheme for the design of quasi-Newton methods for unconstrained optimization problems is examined. A criterion for the positive definiteness of the quasi-Newton modification of the Hessian matrix is given. Quasi-Newton methods are described that cannot be placed within the classical scheme specified by the family of Broyden methods.
Key concepts: Hessian matrix, Quasi-Newton method, Newton's method, Mathematics, Positive definiteness, Minification, Scheme (mathematics), Applied mathematics