TY - JOUR T1 - Non-Quasi-Newton Updates for Unconstrained Optimization AU - Yuan , Ya-Xiang AU - Byrd , Richard H. JO - Journal of Computational Mathematics VL - 2 SP - 95 EP - 107 PY - 1995 DA - 1995/04 SN - 13 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9253.html KW - AB -
In this report we present some new numerical methods for unconstrained optimization. These methods apply update formulae that do not satisfy the quasi-Newton equation. We derive these new formulae by considering different techniques of approximating the objective function. Theoretical analyses are given to show the advantages of using non-quasi-Newton updates. Under mild conditions we prove that our new update formulae preserve global convergence properties. Numerical results are also presented.