The least prior deviation quasi-Newton update

DOI10.1007/BF01581698zbMath0834.90123OpenAlexW1999496147MaRDI QIDQ1338140

R. B. Mifflin, John Lawrence Nazareth

Publication date: 1 April 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581698

zbMATH Keywords

variational principleunconstrained minimizationquasi-Newton methodchoice for the parameter in the Broyden classleast prior deviation updateself-complementary quasi-Newton update

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

Computational experience with known variable metric updates ⋮ A quasi-second-order proximal bundle algorithm ⋮ The revised DFP algorithm without exact line search ⋮ On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Uses Software

• Matlab
• minpack

Cites Work

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• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• An alternative variational principle for variable metric updating
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
• Testing Unconstrained Optimization Software
• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Optimally conditioned optimization algorithms without line searches
• Quasi-Newton Methods, Motivation and Theory
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Quasi-newton algorithms generate identical points
• A Formulation of Variable Metric Methods