Alternative parameter choices for multi-step Quasi-Newton methods
作者:
J. A. Ford,
I. A. Moghrabi,
期刊:
Optimization Methods and Software
(Taylor Available online 1993)
卷期:
Volume 2,
issue 3-4
页码: 357-370
ISSN:1055-6788
年代: 1993
DOI:10.1080/10556789308805550
出版商: Gordon and Breach Science Publishers
关键词: Unconstrained optimization;quasi-Newton methods
数据来源: Taylor
摘要:
In a previous paper, Ford and Moghrabi [7] introduced a new, generalized approach to quasi-Newton methods, based on employing interpolatory polynomials which utilize infortion from the m most recent steps (where standard quasi-Newton methods correspond to m=1, working only with the latest step). In these new methods, the iterates where interpolated by a curve in such a way that consecutive points corresponeded to a unit-spacing of the parameter defining the curve. In this paper we derive and evalutate some alternative choices for defining the parameter-values which correspond to the iterates on the curve. The experimental results show clearly that such methods can give substantial gains in performance (by comparisaon with the “unit-spaced” method, itself yields improvements over standard quasi-Newton methods
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