Optimal conditioning in the convex class of rank two updates

DOI10.1007/BF01609030zbMATH Open0402.90086MaRDI QIDQ4187601FDOQ4187601

Authors: Robert B. Schnabel 

Publication date: 1978

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

Nonlinear ProgrammingOptimal ConditioningQuasinewton MethodRank-Two Update

Mathematics Subject Classification ID

Nonlinear programming (90C30) Newton-type methods (49M15)

Cites Work

• Variable Metric Method for Minimization
• A Rapidly Convergent Descent Method for Minimization
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Title not available (Why is that?)
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Optimal conditioning of self-scaling variable Metric algorithms
• Optimally conditioned optimization algorithms without line searches
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• A bound to the condition number of canonical rank-two corrections and applications to the variable metric method
• On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class

Cited In (3)

• A nonmonotone Broyden method for unconstrained optimization
• Minimum Norm Symmetric Quasi-Newton Updates Restricted to Subspaces
• A variable-metric method using a nonquadratic model

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