A BFGS-Trust Region Alogorithm for Unconstrained Optimization Problems
WU Hong-mei
Abstract
WU Hong-mei
Abstract
The author propose a new BFGS trust region algorithm which is based on[1].The advantage of this algorithm is that it has great quality,and global convergence was proved.
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The author propose a new BFGS trust region algorithm which is based on[1].The advantage of this algorithm is that it has great quality,and global convergence was proved.
Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Trust region, Mathematical optimization, Computer science, Mathematics, Mathematical economics, Exploit, Computer security