An assessment of two approaches to variable metric methods |
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Authors: | Kenneth W Brodlie |
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Institution: | (1) University of Leicester, Leicester, England |
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Abstract: | Two recent suggestions in the field of variable metric methods for function minimization are reviewed: the self-scaling method, first introduced by Oren and Luenberger, and the method of Biggs. The two proposals are considered both from a theoretical and computational aspect. They are compared with methods which use correction formulae from the Broyden one-parameter family, in particular the BFGS formula and the Fletcher switching strategy. |
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Keywords: | Unconstrained Minimization Variable Metric Methods Quasi-Newton Methods Self-scaling Methods Biggs' Method |
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