A bound to the condition number of canonical rank-two corrections and applications to the variable metric method

DOI10.1007/BF02576015zbMath0318.65029MaRDI QIDQ1222501

Emilio Spedicato

Publication date: 1975

Published in: Calcolo (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites Work

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• Optimal conditioning of self-scaling variable Metric algorithms
• Quasi-Newton Methods and their Application to Function Minimisation
• Optimal Conditioning of Quasi-Newton Methods
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results