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Computational experience with bank-one positive definite quasi-newton algorithms
Abstract:Rank-one positive definite Quasi-Newton algorithms for unconstrained minimization of the type described by Kleinmichel and Spedicato are numerically evaluated versus the BFS algorithm. Results show that, while on certain functions some rank-one methods perform better, overall the BFS still comes first, its superiority being more evident for larger dimensional problems.
Keywords:Mathematical programming  nonlinear programming
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