Extra multistep BFGS updates in quasi-Newton methods

Issam A. R. Moghrabi

International Journal of Mathematics and Mathematical Sciences, 2006, vol. 2006, 1-8

Abstract:

This note focuses on developing quasi-Newton methodsthat combine m + 1 multistep and single-step updates on asingle iteration for the sake of constructing the newapproximation to the Hessian matrix to be used on the nextiteration in computing the search direction. The approachconsidered here exploits the merits of the multistep methods andthose of El-Baali (1999) to create a hybrid technique.Our numerical results are encouraging and reveal that our proposedapproach is promising. The new methods compete well withEl-Baali's extra update algorithms (1999).

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:012583

DOI: 10.1155/IJMMS/2006/12583

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