A modified BFGS algorithm based on a hybrid secant equation
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-011-4232-7.pdf
Reference30 articles.
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3. Broyden C G. The convergence of a class of double-rank minimization algorithms. II. The new algorithm. J Inst Math Appl, 1970, 6: 222–231
4. Broyden C G, Dennis Jr J E, Moré J J. On the local and superlinear convergence of quasi-Newton methods. J Inst Math Appl, 1973, 12: 223–245
5. Byrd R H, Nocedal J, Yuan Y X. Global convergence of a class of quasi-Newton methods on convex problems. SIAM J Numer Anal, 1987, 24: 1171–1190
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