Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4635936 | Applied Mathematics and Computation | 2006 | 10 Pages |
Abstract
This study proposes a new robust quasi-Newton algorithm for unconstrained optimization problem. The factorization of approximating Hessian matrices is investigated to provide a series of positive bases for pattern search. Experiments on some well-known optimization test problems are presented to show the efficiency and robustness of the proposed algorithm. It is found that the proposed algorithm is competitive and outperforms some other derivative-free algorithms.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ting Wu, Linping Sun,