A class of rank-one positive definite qnasi-newton updates for unconstrained minimization2

DOI10.1080/02331938308842833zbMath0519.90075OpenAlexW2003178546MaRDI QIDQ3670913

Emilio Spedicato

Publication date: 1983

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938308842833

zbMATH Keywords

positive definitenessquasi-Newton methodsnonlinear unconstrained optimizationoptimally conditioned updatesrank-one methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

Related Items

Computational experience with known variable metric updates, Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems, Higher order curvature information and its application in a modified diagonal Secant method, Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations, The revised DFP algorithm without exact line search, Unnamed Item, Variable metric methods for unconstrained optimization and nonlinear least squares, On measure functions for the self-scaling updating formulae for quasi-newton methods^∗