A CHARACTERIZATION OF SELF-SCALING RANK ONE UPDATE  

作　　者：Sun Linping(孙麟平) 

机构地区：[1]Department of Mathematics, Nanjing University, Nanjing 210093

出　　处：《Numerical Mathematics A Journal of Chinese Universities(English Series)》2002年第1期106-112,共7页

基　　金：The Project Suppoted by the National Natural Science Foundation (40075023).

摘　　要：An analysis on the property of Self-Scaling Rank One Update (SSR1) is given. In view of it, we explore whether the SSR1 update without using exact line search possesses the finite termination property when it is applied to minimize a positive definite quadratic objective function.An analysis on the property of Self-Scaling Rank One Update (SSR1) is given. In view of it , we explore whether the SSR1 update without using exact line search possesses the finite termination property when it is applied to minimize a positive definite quadratic objective function.

关 键 词：quasi-Newton  finite termination  INEXACT line search  UNCONSTRAINED optimization. 

分 类 号：O24[理学—计算数学]