Inertia-preserving secant updates

DOI10.1007/BF00939626zbMATH Open0651.65041OpenAlexW4244621796MaRDI QIDQ1106624FDOQ1106624

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

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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)

Cites Work

• Matrix Analysis
• Title not available (Why is that?)
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• Quasi-Newton Methods, Motivation and Theory
• Title not available (Why is that?)
• Optimally conditioned optimization algorithms without line searches
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Conjugate direction methods with variable storage
• An assessment of quasi-Newton sparse update techniques for nonlinear structural analysis

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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