On the construction of minimization methods of quasi-Newton type. (English) Zbl 0633.65056
The paper investigates possibilities for the formulation of new quasi- Newton type methods. In doing so the so-called secant equation of the classical quasi-Newton algorithms is replaced by a more general equation. In this way it is possible to give a nonlinear approximation of the Newton equation, the solution of which corresponds to the Newton search direction. Based on this model five different algorithms are given and tested on examples well known in the literature.
Reviewer: I.Maros
Keywords:
variable metric minimization methods; numerical examples; quasi-Newton type methods; secant equation; Newton equation; Newton search directionReferences:
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