Compact representation of the full Broyden class of quasi‐Newton updates

DOI10.1002/NLA.2186MaRDI QIDQ4558725zbMATH OpenOpenAlexWikidataFDO

Authors Omar Deguchy, Jennifer B. Erway, Roummel F. Marcia

Publication date 29 November 2018

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.08306

zbMATH Keywords

eigenvaluesspectral decompositioncondition numberslimited-memory quasi-Newton methodsinversesquasi-Newton matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of solutions to systems of equations (65H10)

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Cited in

(10)

• Regularization of limited memory quasi-Newton methods for large-scale nonconvex minimization
• Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation
• Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function
• A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy
• On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
• Compact representations of structured BFGS matrices
• Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints
• Spectral-scaling quasi-Newton methods with updates from the one parameter of the Broyden family
• Compact representation of the full Broyden class of quasi-Newton updates
• A dense initialization for limited-memory quasi-Newton methods

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