由校正矩阵的等内积分解矩阵确定搜索方向的拟牛顿算法

Quasi-Newton Methods by Using Equal Inner Product Decomposition Matrix of the Correction Matrix to Obtain the Search Direction

把正定矩阵关于向量的等内积分解算法应用于求解无约束优化问题的拟牛顿算法中,提出了利用校正矩阵的等内积分解矩阵确定搜索方向的一种新算法和等价于DFP和BFGS校正公式的新的迭代公式.

In applying the equal inner product decomposition algorithms of positive definite matrixes to Quasi-Newton Methods, a new algorithm is put forward by using equal inner product decomposition matrix of correction metric to work out the search direction. And the new iteration formulae, which equates to correction formulae of DFP and BFGS, are set up.