Journal of applied mathematics & informatics
- 제24권1_2호
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- Pages.325-331
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- 2007
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION
- Guo, Qiang (Science College of Dalian Nationalities University) ;
- Liu, Jian-Guo (Institute of System Engineering, Dalian University of Technology)
- 발행 : 2007.05.31
초록
To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation
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