extra multistep bfgs updates in quasi-newton methods额外的多步bfg更新拟牛顿方法.pdfVIP

EXTRA MULTISTEP BFGS UPDATES IN QUASI-NEWTON METHODS ISSAM A. R. MOGHRABI Received 5 December 2005; Revised 7 March 2006; Accepted 25 April 2006 This note focuses on developing quasi-Newton methods that combine m + 1 multistep and single-step updates on a single iteration for the sake of constructing the new ap- proximation to the Hessian matrix to be used on the next iteration in computing the search direction. The approach considered here exploits the merits of the multistep meth- ods and those of El-Baali (1999) to create a hybrid technique. Our numerical results are encouraging a