Inertia-preserving secant updates

DOI10.1007/BF00939626MaRDI QIDQ1106624zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00939626

zbMATH Keywords

parameter selectionSR1 updateBroyden classoptimally conditioned updaterank-two inertia-preserving updatessecant updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

Recommendations

• Measures for Symmetric Rank-One Updates
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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• An assessment of quasi-Newton sparse update techniques for nonlinear structural analysis
• Conjugate direction methods with variable storage
• Matrix Analysis
• Optimally conditioned optimization algorithms without line searches
• Quasi-Newton Methods, Motivation and Theory
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

Cited in

(3)

• Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class
• A generalized section theorem and a minimax inequality for a vector-valued mapping¹
• Updating the principal angle decomposition

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