Cubic overestimation and secant updating for unconstrained optimization ofC2, 1functions

DOI10.1080/10556788.2013.863308zbMath1306.90150OpenAlexW1984610741WikidataQ57389584 ScholiaQ57389584MaRDI QIDQ2926071

Andreas Griewank, Jonathan Fischer, Torsten Bosse

Publication date: 29 October 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2013.863308

zbMATH Keywords

unconstrained optimizationquasi-Newtoneigenvalue decompositioncompromise updatecubic overestimation

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Decomposition methods (49M27) Methods of successive quadratic programming type (90C55)

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