首页    期刊浏览 2024年11月07日 星期四
登录注册

文章基本信息

  • 标题:Multi-steps Symmetric Rank-one Update for Unconstrained Optimization
  • 本地全文:下载
  • 作者:Farzin Modarres ; Malik Abu Hassan ; Wah June Leong
  • 期刊名称:World Applied Sciences Journal
  • 印刷版ISSN:1818-4952
  • 电子版ISSN:1991-6426
  • 出版年度:2010
  • 卷号:7
  • 期号:05
  • 出版社:International Digital Organization for Scientific Information Publications
  • 摘要:

    In this paper, we present a generalized Symmetric Rank-one (SR1) method by employing
    interpolatory polynomials in order to possess a more accurate information from more than one previous
    step. The basic idea is to incorporate the SR1 update within the framework of multi-step methods. Hence
    iterates could be interpolated by a curve in such a way that the consecutive points define the curves.
    However to preserve the positive definiteness of the SR1 updates a restart procedure is applied, in which
    we restart the SR1 update by a scale of the identity. Comparison to multi-steps BFGS method, the proposed
    algorithm shows significant improvements in numerical results.

  • 关键词:Unconstrained optimization; symmetric rank-one update; multi-step methods ; Hessianapproximation
国家哲学社会科学文献中心版权所有