BFGS method: a new search direction
In this paper we present a new line search method known as the HBFGS method, which uses the search direction of the conjugate gradient method with the quasi-Newton updates. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) update is used as approximation of the Hessian for the methods. The new algorithm i...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/36630/1/BFGS%20method.pdf http://psasir.upm.edu.my/id/eprint/36630/ http://www.ukm.my/jsm/english_journals/vol43num10_2014/contentsVol43num10_2014.html |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Putra Malaysia |
| Language: | English |
Be the first to leave a comment!