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Scaling rank-one updating formula and its application in unconstrained optimization

Sun, L. P

Description

This thesis deals with algorithms used to solve unconstrained optimization problems. We analyse the properties of a scaling symmetric rank one (SSRl) update, prove the convergence of the matrices generated by SSRl to the true Hessian matrix and show that algorithm SSRl possesses the quadratic termination property with inexact line search. A new algorithm (OCSSRl) is presented, in which the scaling parameter in SSRl is choosen automatically by satisfying Davidon's criterion for an optimaly...[Show more]

CollectionsOpen Access Theses
Date published: 1990
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/136596
DOI: 10.25911/5d70ef5b656b6

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