A New Variational Result for Quasi-Newton Formulae

DOI10.1137/0801002zbMATH Open0752.90064OpenAlexW2077486649MaRDI QIDQ4017635FDOQ4017635

Roger Fletcher

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0801002

zbMATH Keywords

quasi-Newton methodBFGS formulaDFP formula

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (16)

• Maximum entropy derivation of quasi-Newton methods
• Family of optimally conditioned quasi-Newton updates for unconstrained optimization
• A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties
• Some New Methods for Generating Convex Functions
• A quasi-Newton modified LP-Newton method
• A variational derivation of a class of BFGS-like methods
• Applications of semidefinite programming
• A stabilized filter SQP algorithm for nonlinear programming
• Damped techniques for enforcing convergence of quasi-Newton methods
• A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• A Dai-Yuan conjugate gradient algorithm with sufficient descent and conjugacy conditions for unconstrained optimization
• A Bregman extension of quasi-Newton updates I: an information geometrical framework
• Variable metric methods for unconstrained optimization and nonlinear least squares
• A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems
• Sparse quasi-Newton updates with positive definite matrix completion
• New conjugate gradient algorithms based on self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method

   Recommendations

• Title not available (Why is that?) 👍 👎
• Variational quasi-Newton methods for unconstrained optimization 👍 👎
• Duality in quasi-Newton methods and new variational characterizations of the DFP and BFGS updates 👍 👎
• The least prior deviation quasi-Newton update 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: A New Variational Result for Quasi-Newton Formulae

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4017635)