Low complexity secant quasi-Newton minimization algorithms for nonconvex functions

摘要

In this work some interesting relations between results on basic optimization and algorithms for nonconvex functions (such as BFGS and secant methods) are pointed out. In particular, some innovative tools for improving our recent secant BFGS-type and LQN algorithms are described in detail. (C) 2006 Elsevier B.V. All rights reserved.