@Article{NM-15-257,
author = {Y. Yang and C. Xu},
title = {A switching algorithm based on modified quasi-Newton equation},
journal = {Numerical Mathematics, a Journal of Chinese Universities},
year = {2006},
volume = {15},
number = {3},
pages = {257--267},
abstract = {
In this paper, a switching method for unconstrained
minimization is proposed. The method is based on the modified BFGS
method and the modified SR1 method. The eigenvalues and condition
numbers of both the modified updates are evaluated and used in the
switching rule. When the condition number of the modified SR1
update is superior to the modified BFGS update, the step in the
proposed quasi-Newton method is the modified SR1 step. Otherwise
the step is the modified BFGS step. The efficiency of the proposed
method is tested by numerical experiments on small, medium and
large scale optimization. The numerical results are reported and
analyzed to show the superiority of the proposed method.
},
issn = {},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/nm/8033.html}
}