Title of article :
A rank-one fitting algorithm for unconstrained optimization problems
Original Research Article
Author/Authors :
Yifan Xu، نويسنده , , Chunli Liu، نويسنده , , June Dong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
This paper proposes a rank-one modified fitting algorithm. The main feature of the approach is that the update formula for the deflection matrix in an iteration is deduced from a quadratic fitting function, not from the traditional quasi-Newton equation. Under some mild assumptions, the algorithm is globally and linearly convergent.
Keywords :
convergence , Fitting function , Unconstrained optimization
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters