A Modified BFGS-Trust-Region Algorithm
Zengxin Wei
Abstract
Zengxin Wei
Abstract
A modified BFGS-trust-region algorithm is proposed and the convergence is studied.This algorithm ensure that the update matix is positive definite and the convergence rate is quadratic.
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A modified BFGS-trust-region algorithm is proposed and the convergence is studied.This algorithm ensure that the update matix is positive definite and the convergence rate is quadratic.
Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Algorithm, Computer science, Trust region, Mathematics, Combinatorics, Mathematical optimization, Telecommunications