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Bi Jinbo. Efficient Algorithm for Unconstrained Optimization Problems ——A Positive Definite Update from Negative Broyden Family[J]. JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 1997, 6(4): 299-304.
Citation: Bi Jinbo. Efficient Algorithm for Unconstrained Optimization Problems ——A Positive Definite Update from Negative Broyden Family[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 1997, 6(4): 299-304.

Efficient Algorithm for Unconstrained Optimization Problems ——A Positive Definite Update from Negative Broyden Family

  • Abstract A computational implementation of Broyden family of variable metric methods was presented, in which the parameter θ had distinct valurs at various iterations and θ was made less than zero as far as possible Numerical resultsof solving some test problems by the algorithms with a few schemes for selecting θand the BFGS method were given for comparison to demonstrate that the algorithmis efficient for unconstrained optimization problems
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