On the Conditioning of DFP ad BFGS Updates for Unconstrained Optimization

Mei, Howell Hung-Wei

On the Conditioning of DFP ad BFGS Updates for Unconstrained Optimization

File(s)

75-265.ps (272.33 KB)

75-265.pdf (482.75 KB)

Permanent Link(s)

https://hdl.handle.net/1813/6397

Collections

Computer Science Technical Reports

Author

Mei, Howell Hung-Wei

Abstract

A necessary and sufficient condition on when the conditioning of DFP updates is given and a line search strategy which ensures that the DFP is better conditioned than the BFGS is given.

Date Issued

1975-12

Publisher

Cornell University

Keywords

computer science

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technical report

Previously Published as

http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR75-265

Type

technical report