Open AccessB-FORM OF THE DAVIDON–FLETCHER–POWELL METHOD
Author(s) -
Petro Stetsyuk,
AUTHOR_ID,
Viktor Stovba,
Антон Супрун,
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Publication year - 2021
Publication title -
žurnal občislûvalʹnoï ta prikladnoï matematiki
Language(s) - English
Resource type - Journals
eISSN - 2706-9699
pISSN - 2706-9680
DOI - 10.17721/2706-9699.2021.2.08
Subject(s) - transformation (genetics) , mathematics , regular polygon , type (biology) , space (punctuation) , argument (complex analysis) , computer science , algorithm , calculus (dental) , geometry , biochemistry , chemistry , gene , operating system , medicine , ecology , dentistry , biology
A special form (B-form) of methods of Quasi-Newton type is discussed, which makes it easy to interpret these methods as gradient in appropriately transformed argument space. B-form of the Davidon–Fletcher–Powell method is given and compared with r-algorithms. To minimize smooth convex functions, a gradient method with space transformation is built, combining properties of both quasi-Newtonian methods and r-algorithms. Possible schemes of this type of methods for minimizing non-smooth convex functions are discussed.