A quasi-Newton method with Cholesky factorization

DOI10.1007/BF02259641MaRDI QIDQ1133299zbMATH OpenOpenAlexFDO

Authors J. Bräuninger

Publication date 1980

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02259641

zbMATH Keywords

approximation of the HessianCholesky factorizationGoldstein-Price methodgradient evaluationsminimizing a functionquasi-Newton methods

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical optimization and variational techniques (65K10)

Cites work

• An effective algorithm for minimization
• scientific article; zbMATH DE number 3163006 (Why is no real title available?)
• scientific article; zbMATH DE number 3366717 (Why is no real title available?)
• Methods for Modifying Matrix Factorizations
• Methods of conjugate directions versus quasi-Newton methods

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