THE DEVELOPMENT OF QUASI-NEWTON METHODS FOR UNCONSTRAINED MINIMISATION

摘要

Formulae for updating matrices in connexion with the quaai-Hewton iteration are derived so as to emphasise the principles involved. Computational aspects are discussed and two FORTRAN programs for nonlinear minimisation subject to bounds on the variables are described and their use of finite difference derivatives, treatment of bounds, line searches and post-optimal sensitivity facilities are compared to demonstrate the manner in which the subject has pro¬gressed in recent years. Brief user guides to the two progresses are contained in Appendices.