NOTE ON PAN'S SECOND-ORDER QUASI-NEWTON UPDATES

Zhang Leihong (longzlh163.com)
Pan Pingqi (pingqiseu.edu.cn)

Abstract: This note, attempts to further Pan's second-order quasi-Newton methods(\cite{panqn}). To complement the numerical implementation, the linear convergence of a rank-one second-order update and the least change property are presented.

Keywords: Second-order quasi-Newton update,linear convergence, least change property.

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Category 2: Nonlinear Optimization

Citation: 1,Department of Mathematics, Southeast University, Nanjing, 210096, P.R.China.

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Entry Submitted: 03/01/2005
Entry Accepted: 03/01/2005
Entry Last Modified: 03/01/2005

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