Measures for Symmetric Rank-One Updates

DOI10.1287/MOOR.19.4.815MaRDI QIDQ4698102zbMATH OpenOpenAlexFDO

Authors Henry Wolkowicz

Publication date 14 May 1995

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/087378c99d30226d2000d62e8345bcb2414d061d

zbMATH Keywords

symmetric positive definite matrixmeasures of deviation

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited in

(16)

• On the symmetric rank-m correction of matrices
• Scaled memoryless symmetric rank one method for large-scale optimization
• A derivative-free scaling memoryless DFP method for solving large scale nonlinear monotone equations
• Some New Methods for Generating Convex Functions
• Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods
• A sufficient descent three-term conjugate gradient method via symmetric rank-one update for large-scale optimization
• A note on the optimal convergence rate of descent methods with fixed step sizes for smooth strongly convex functions
• Nonmonotone spectral gradient method based on memoryless symmetric rank-one update for large-scale unconstrained optimization
• Approximation of sequences of symmetric matrices with the symmetric rank-one algorithm and applications
• Variable metric methods for unconstrained optimization and nonlinear least squares
• Structured symmetric rank-one method for unconstrained optimization
• A scaled three-term conjugate gradient method for unconstrained optimization
• On solving L-SR1 trust-region subproblems
• A restarting approach for the symmetric rank one update for unconstrained optimization
• A symmetric rank-one method based on extra updating techniques for unconstrained optimization
• Inertia-preserving secant updates

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