On the Huang Class of Variable Metric Methods |
| |
Authors: | D.G. Hull |
| |
Affiliation: | (1) Department of Aerospace Engineering and Engineering Mechanics, University of Texas, Austin, Texas |
| |
Abstract: | Several authors have created one-parameter families of variable metric methods for function minimization. These families contain the methods known as Davidon–Fletcher–Powell, Broyden–Fletcher–Goldfarb–Shanno, and symmetric rank one. It is shown here that the same one-parameter families of methods are obtained from the Huang update by requiring the update to be symmetric. |
| |
Keywords: | unconstrained minimization variable metric methods |
本文献已被 SpringerLink 等数据库收录! |