A New BFGS Algorithm Using the Decomposition Matrix of the Correction Matrix to Obtain the Search Directions
Author
Source
Journal of Control Science and Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-01-31
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Electronic engineering
Information Technology and Computer Science
Abstract EN
We present an improved method for determining the search direction in the BFGS algorithm.
Our approach uses the equal inner product decomposition method for positive-definite matrices.
The decomposition of an approximated Hessian matrix expresses a correction formula that is independent from the exact line search.
This decomposed matrix is used to compute the search direction in a new BFGS algorithm.
American Psychological Association (APA)
Liu, Li. 2015. A New BFGS Algorithm Using the Decomposition Matrix of the Correction Matrix to Obtain the Search Directions. Journal of Control Science and Engineering،Vol. 2015, no. 2015, pp.1-8.
https://search.emarefa.net/detail/BIM-1067793
Modern Language Association (MLA)
Liu, Li. A New BFGS Algorithm Using the Decomposition Matrix of the Correction Matrix to Obtain the Search Directions. Journal of Control Science and Engineering No. 2015 (2015), pp.1-8.
https://search.emarefa.net/detail/BIM-1067793
American Medical Association (AMA)
Liu, Li. A New BFGS Algorithm Using the Decomposition Matrix of the Correction Matrix to Obtain the Search Directions. Journal of Control Science and Engineering. 2015. Vol. 2015, no. 2015, pp.1-8.
https://search.emarefa.net/detail/BIM-1067793
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1067793
