A Quasi-Quasi-Newton Method for Generating Quasi-Choleski Factors

DOI10.1137/0906030zbMATH Open0567.65038OpenAlexW2082927083MaRDI QIDQ3683441FDOQ3683441

Authors: John Greenstadt 

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0906030

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zbMATH Keywords

quasi-Newton methodsunconstrained minimizationCholeski factors

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cited In (8)

• Least-Change Updates to Cholesky Factors Subject to the Nonlinear Quasi-Newton Condition
• On the Use of Restricted Pseudo-inverses for the Unified Derivation of Quasi-Newton Updates
• A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations
• Sparse quasi-Newton LDU updates
• Statistical Quasi-Newton: A New Look at Least Change
• Title not available (Why is that?)
• The least prior deviation quasi-Newton update
• Some numerical experiments with variable-storage quasi-Newton algorithms

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