A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems
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Publication:4243513
DOI10.1137/S1064827597326651zbMath0922.65031MaRDI QIDQ4243513
Gene H. Golub, Moody T. Chu, Robert E. Funderlic
Publication date: 18 May 1999
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1064827597326651
BFGS update; rank subtractivity; rank additivity; symmetric positive semidefinite matrix; DFP update; rank restoration; rank-one reduction; secant update formula
65K05: Numerical mathematical programming methods
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