In this paper, an augmented memoryless BFGS quasi-Newton method was proposed for solving unconstrained optimization problems. Based on a new modified secant equation, an augmented memoryless BFGS update formula and an efficient optimization algorithm were established. To improve the stability of the numerical experiment, we obtained the scaling parameter by minimizing the upper bound of the condition number. The global convergence of the algorithm was proved, and numerical experiments showed that the algorithm was efficient.
Publications
- Article type
- Year
Article type
Year
Open Access
Research Article
Issue
AIMS Mathematics 2024, 9(9): 25232-25252
Published: 15 September 2024
Downloads:1
Total 1
京公网安备11010802044758号