Non-Quasi-Newton Updates for Unconstrained Optimization |
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Authors: | Ya-Xiang Yuan & Richard H Byrd |
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Abstract: | In this report we present some new numerical methods for unconstrained optimization. These methods apply update formulae that do not satisfy the quasi-Newton equation. We derive these new formulae by considering different techniques of approximating the objective function. Theoretical analyses are given to show the advantages of using non-quasi-Newton updates. Under mild conditions we prove that our new update formulae preserve global convergence properties. Numerical results are also presented. |
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