A Switching Criterion in Hybrid Quasi-Newton BFGS - Steepest Descent Direction
Two modified methods for unconstrained optimization are presented. The methods employ a hybrid descent direction strategy which uses a linear convex combination of quasi-Newton BFGS and steepest descent as search direction. A switching criterion is derived based on the First and Second order Kuhn-T...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Universiti Putra Malaysia Press
1999
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3467/1/A_Switching_Criterion_in_Hybrid_Quasi-Newton.pdf http://psasir.upm.edu.my/id/eprint/3467/ |
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| Institution: | Universiti Putra Malaysia |
| Language: | English English |