Convergence of quasi-Newton matrices generated by the symmetric rank one update
From MaRDI portal
Publication:1176575
DOI10.1007/BF01594934zbMath0737.90062WikidataQ59567942 ScholiaQ59567942MaRDI QIDQ1176575
Publication date: 25 June 1992
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
rate of convergence; quasi-Newton algorithms; Hessian approximations; true Hessian matrix; unconstrained nonlinear minimization
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Uses Software
Cites Work
- Partitioned variable metric updates for large structured optimization problems
- On the order of convergence of certain quasi-Newton methods
- The convergence of variable metric matrices in unconstrained optimization
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables
- On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
- Quasi-Newton Methods, Motivation and Theory
- A New Algorithm for Unconstrained Optimization
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item