An All-Inclusive Efficient Region of Updates for Least Change Secant Methods

DOI10.1137/0805009zbMath0832.90112OpenAlexW2047425818MaRDI QIDQ4764314

Qing Zhao, Henry Wolkowicz

Publication date: 4 May 1995

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/34b0b20c007019b6cfb28abccbb6bf64a32b0e8d

zbMATH Keywords

eigenvaluesunconstrained minimizationscalingquasi-Newton methodsproper efficiencysizingmulticriteria efficiencyleast change secant methodsself-scaling efficient region

Mathematics Subject Classification ID

Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

Related Items (2)

Numerical expirience with a class of self-scaling quasi-Newton algorithms ⋮ Variable metric methods for unconstrained optimization and nonlinear least squares

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