A conjugate direction implementation of the BFGS algorithm with automatic scaling
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UC permalink
Publisher's DOI/URI
Thesis discipline
Degree name
Research Report
Publisher
University of Canterbury. Dept. of Mathematics
Journal Title
Journal ISSN
Volume Title
Language
Date
1987
Authors
Coope, Ian D.
Abstract
A new implementation of the BFGS algorithm for unconstrained optimization is reported which utilizes a conjugate factorization of the approximating Hessian matrix. The implementation is especially useful when gradient information is estimated by finite difference formulae and it is well suited to machines which are able to exploit parallel processing.
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Keywords
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Fields of Research::49 - Mathematical sciences::4904 - Pure mathematics::490401 - Algebra and number theory
Rights
Copyright Ian D. Coope