Modified BFGS Method Based on the New Quasi-Newton Equation
He Wei
Abstract
He Wei
Abstract
A class of modified BFGS method based on the new quasi-Newton equation is presented in this paper to solve the unconstrained optimization problem.We also propose a modified BFGS method based on XIAO's modified BFGS method and LIAO's modified method.By choosing the proper parameters,we can prove that the new method has global and superlinear convergence properties under suitable conditions.Besides,numerical testing results are given to prove its superiority.
OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
A class of modified BFGS method based on the new quasi-Newton equation is presented in this paper to solve the unconstrained optimization problem.We also propose a modified BFGS method based on XIAO's modified BFGS method and LIAO's modified method.By choosing the proper parameters,we can prove that the new method has global and superlinear convergence properties under suitable conditions.Besides,numerical testing results are given to prove its superiority.
Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Quasi-Newton method, Convergence (economics), Newton's method, Applied mathematics, Mathematics, Mathematical optimization, Computer science