Least-Change Updates to Cholesky Factors Subject to the Nonlinear Quasi-Newton Condition
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Publication:3776517
DOI10.1093/imanum/7.4.509zbMath0636.65061OpenAlexW2007899977MaRDI QIDQ3776517
Zhang Yin, Reginald P. Tewarson
Publication date: 1987
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/7.4.509
unconstrained optimizationFrobenius normquasi-Newton methodsCholesky factorsHessian matricesleast-change updates
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