How bad are the BFGS and DFP methods when the objective function is quadratic?
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Publication:3703596
DOI10.1007/BF01582161zbMath0581.90068OpenAlexW2037258733MaRDI QIDQ3703596
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01582161
convergence analysisunconstrained optimizationvariable metric methodscomparison of algorithmsBFGS algorithmDFP method
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