2007Journal of Huaihai Institute of TechnologyRequires access

Modified BFGS Method Based on the New Quasi-Newton Equation

He Wei

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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.

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What this paper is about

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.

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Available 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.

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Quasi-Newton method, Convergence (economics), Newton's method, Applied mathematics, Mathematics, Mathematical optimization, Computer science

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