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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2010 Volume 50, Number 5, Pages 817–831 (Mi zvmmf4872)

This article is cited in 1 paper

Structure of quasi-Newton minimization methods

A. M. Vetoshkin

Moscow State Forest University, Pervaya Institutskaya ul. 1, Mytischi-5, Moscow oblast, 141005 Russia

Abstract: A scheme for the design of quasi-Newton methods for unconstrained optimization problems is examined. A criterion for the positive definiteness of the quasi-Newton modification of the Hessian matrix is given. Quasi-Newton methods are described that cannot be placed within the classical scheme specified by the family of Broyden methods.

Key words: unconstrained optimization methods, new quasi-Newton methods, Broyden method.

UDC: 519.668

Received: 19.06.2008
Revised: 29.06.2009


 English version:
Computational Mathematics and Mathematical Physics, 2010, 50:5, 778–791

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