On Davidon's collinear scaling algorithms for optimization

DOI10.1007/BF02246510MaRDI QIDQ1332350zbMATH OpenOpenAlexFDO

Authors K. A. Ariyawansa

Publication date 12 September 1994

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02246510

zbMATH Keywords

algorithmsunconstrained optimizationquasi-Newton methodscollinear scalingslocal conic approximations

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3799576 (Why is no real title available?)
• A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
• Collinear scaling and sequential estimation in sparse optimization algorithms
• Conic Approximations and Collinear Scalings for Optimizers
• Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
• Least-Change Secant Updates of Nonsquare Matrices
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• Quasi-Newton Methods, Motivation and Theory
• The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization

Cited in

(1)

• A Collinear Scaling Interpretation of Karmarkar’s Linear Programming Algorithm

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