Multi-step quasi-Newton methods for optimization
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Quasi-Newton methods update the existing Hessian approximation by means of data derived from the step just completed. The authors propose ``multistep methods, employing data from previous iterations, by means of interpolating polynomials. The results of extensive numerical experimentation indicate strongly that computational advantages can occur from such an approach, particularly as the dimension of the problem increases.
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Cited in
(72)- Adding variables to quasi-newton Hessian approximations
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- A modified descent spectral conjugate gradient method for unconstrained optimization
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- Two new conjugate gradient methods based on modified secant equations
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