Factorized Variable Metric Methods for Unconstrained Optimization
From MaRDI portal
Publication:4133432
DOI10.2307/2005399zbMATH Open0357.90065OpenAlexW4247913259MaRDI QIDQ4133432FDOQ4133432
Authors: Donald Goldfarb 
Publication date: 1976
Full work available at URL: https://doi.org/10.2307/2005399
Cites Work
- Matrix factorizations in optimization of nonlinear functions subject to linear constraints
- Methods for Modifying Matrix Factorizations
- A Rapidly Convergent Descent Method for Minimization
- A Family of Variable-Metric Methods Derived by Variational Means
- The Convergence of a Class of Double-rank Minimization Algorithms
- A new approach to variable metric algorithms
- Conditioning of Quasi-Newton Methods for Function Minimization
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Least Squares Computations by Givens Transformations Without Square Roots
- Quasi-Newton Methods and their Application to Function Minimisation
- Variance algorithm for minimization
- Quasi-newton algorithms generate identical points
- On a Numerical Instability of Davidon-Like Methods
- On the Convergence of the Variable Metric Algorithm
- Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
- Triangular factors of modified matrices
- Quasi-Newton Methods for Unconstrained Optimization
Cited In (12)
- Generating conjugate directions without line searches using factorized variable metric updating formulas
- On estimating the condition of eigenvalues and eigenvectors
- Updating of conjugate direction matrices using members of Broyden's family
- A sparse sequential quadratic programming algorithm
- Updating conjugate directions by the BFGS formula
- Modifying the BFGS update by a new column scaling technique
- A comparison of nonlinear optimization methods for supervised learning in multilayer feedforward neural networks
- Parallel quasi-Newton methods for unconstrained optimization
- A dual projective simplex method for linear programming
- Matrix factorizations in optimization of nonlinear functions subject to linear constraints
- A dual simplex-type algorithm for the smallest enclosing ball of balls
- A quasi-Newton method with sparse triple factorization for unconstrained minimization
This page was built for publication: Factorized Variable Metric Methods for Unconstrained Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4133432)
