Implicit updates in multistep quasi-Newton methods (Q5948884)

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scientific article; zbMATH DE number 1672126
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Implicit updates in multistep quasi-Newton methods
scientific article; zbMATH DE number 1672126

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    Implicit updates in multistep quasi-Newton methods (English)
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    12 November 2001
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    The author considers multistep quasi-Newton methods for unconstrained optimization problems. The use of implicit updates to the approximate Hessian are investigated, in an attempt to determine a better parametrization of the interpolation and, thus, improve the numerical performance of the methods. Numerical tests are given.
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    numerical tests
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    multistep quasi-Newton methods
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    unconstrained optimization
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    implicit updates
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    approximate Hessian
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