On a Numerical Instability of Davidon-Like Methods

DOI10.2307/2004545MaRDI QIDQ5551867zbMATH OpenOpenAlexFDO

Authors Yonathan Bard

Publication date 1968

Full work available at URL https://doi.org/10.2307/2004545

zbMATH Keywords

numerical analysis

Cited in

(10)

• Self-Scaling Variable Metric Algorithms without Line Search for Unconstrained Minimization
• Recent advances in unconstrained optimization
• Spectral scaling BFGS method
• The Convergence of Single-Rank Quasi-Newton Methods
• A variable metric-method for function minimization derived from invariancy to nonlinear scaling
• On the use of generalized inverses in function minimization
• A family of variable metric updates
• Factorized Variable Metric Methods for Unconstrained Optimization
• Interior point penalty functions for constrained minimization
• An algorithm for minimizing a differentiable function subject to box constraints and errors

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