Eigenvalues and switching algorithms for Quasi-Newton updates

DOI10.1080/02331939708844359zbMath0892.49017OpenAlexW2077618115MaRDI QIDQ4375436

P. K. H. Phua

Publication date: 19 July 1998

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939708844359

zbMATH Keywords

switching algorithmsquasi-Newton methodsymmetric rank-one updateBFGS updates

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear programming (90C30) Eigenvalue problems (93B60) Methods of reduced gradient type (90C52)

Related Items

On the performance of a new symmetric rank-one method with restart for solving unconstrained optimization problems, Improved Hessian approximation with modified secant equations for symmetric rank-one method, A symmetric rank-one method based on extra updating techniques for unconstrained optimization, A symmetric rank-one quasi-Newton line-search method using negative curvature directions

Uses Software

• L-BFGS

Cites Work

• Unnamed Item
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• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Variational quasi-Newton methods for unconstrained optimization
• Unified approach to quadratically convergent algorithms for function minimization
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• Least Change Secant Updates for Quasi-Newton Methods
• Testing Unconstrained Optimization Software
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• Quasi-newton algorithms generate identical points