Convergence of quasi-Newton matrices generated by the symmetric rank one update
Publication:1176575
DOI10.1007/BF01594934zbMath0737.90062OpenAlexW2053964895WikidataQ59567942 ScholiaQ59567942MaRDI QIDQ1176575
Publication date: 25 June 1992
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01594934
rate of convergencequasi-Newton algorithmsHessian approximationstrue Hessian matrixunconstrained nonlinear minimization
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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- Partitioned variable metric updates for large structured optimization problems
- On the order of convergence of certain quasi-Newton methods
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- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
- On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
- Quasi-Newton Methods, Motivation and Theory
- A New Algorithm for Unconstrained Optimization
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