Brodlie, KW (1977) An assessment of two approaches to variable metric methods. Mathematical Programming, 12 (1). pp. 344-355. ISSN 0025-5610
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.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Keywords: | Unconstrained Minimization, Variable Metric Methods, Quasi-Newton Methods, Self-scaling Methods, Biggs' Method |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Computing (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 21 Jun 2016 15:03 |
Last Modified: | 21 Jun 2016 15:03 |
Published Version: | http://dx.doi.org/10.1007/BF01593802 |
Status: | Published |
Publisher: | Springer Verlag |
Identification Number: | 10.1007/BF01593802 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:85266 |
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