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Volume 12, Issue 4
A Quasi-Newton Algorithm Without Calculating Derivatives for Unconstrained Optimization

Lin-Ping Sun

J. Comp. Math., 12 (1994), pp. 380-386.

Published online: 1994-12

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  • Abstract

A new algorithm for unconstrained optimization is developed, by using the product form of the OCSSR1 update. The implementation is especially useful when gradient information is estimated by difference formulae. Preliminary tests show that new algorithm can perform well.

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COPYRIGHT: © Global Science Press

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@Article{JCM-12-380, author = {Sun , Lin-Ping}, title = {A Quasi-Newton Algorithm Without Calculating Derivatives for Unconstrained Optimization}, journal = {Journal of Computational Mathematics}, year = {1994}, volume = {12}, number = {4}, pages = {380--386}, abstract = {

A new algorithm for unconstrained optimization is developed, by using the product form of the OCSSR1 update. The implementation is especially useful when gradient information is estimated by difference formulae. Preliminary tests show that new algorithm can perform well.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10220.html} }
TY - JOUR T1 - A Quasi-Newton Algorithm Without Calculating Derivatives for Unconstrained Optimization AU - Sun , Lin-Ping JO - Journal of Computational Mathematics VL - 4 SP - 380 EP - 386 PY - 1994 DA - 1994/12 SN - 12 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10220.html KW - AB -

A new algorithm for unconstrained optimization is developed, by using the product form of the OCSSR1 update. The implementation is especially useful when gradient information is estimated by difference formulae. Preliminary tests show that new algorithm can perform well.

Lin-Ping Sun. (1970). A Quasi-Newton Algorithm Without Calculating Derivatives for Unconstrained Optimization. Journal of Computational Mathematics. 12 (4). 380-386. doi:
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