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Received February 4, 2018; Accepted June 29, 2019; Published July 15, 2019
Abstract. In this paper, we consider a modified structured Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm to solve an unconstrained optimization problem with partial information on the Hessian. To approximate the Hessian matrix, we propose a modified secant (quasi-Newton) equation. Under appropriate conditions, we show that the proposed algorithm has local and super-linear convergence. Numerical experiments are done on a set of the unconstrained non-linear least squares problems. The results demonstrate the practical effectiveness of the proposed algorithm.
How to Cite this Article:
Zahra Khoshgam, Ali Ashrafi, A new modified structured BFGS algorithm by utilizing a new modified secant equation, Journal of Nonlinear Functional Analysis, Vol. 2019 (2019), Article ID 30, pp. 1-10.