Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class

DOI10.1080/10556788.2011.629658zbMATH Open1308.65077OpenAlexW2003438550MaRDI QIDQ5200567FDOQ5200567

Joanna M. Papakonstantinou, Richard Tapia

Publication date: 6 November 2012

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.629658

Recommendations

• Inertia-preserving secant updates
• Convergence Properties of a Class of Rank-two Updates
• On averaging and representation properties of the BFGS and related secant updates
• scientific article; zbMATH DE number 3976226
• On the generation of updates for quasi-Newton methods

zbMATH Keywords

BFGS methodNewton's methodquasi-Newton methodssecant methodsBroyden-Fletcher-Goldfarb-Shanno updateDennis classsymmetric rank-2 updatesDavidon class

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Optimally conditioned optimization algorithms without line searches
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

Cited In (2)

• On averaging and representation properties of the BFGS and related secant updates
• Inertia-preserving secant updates

Uses Software

• NSOIA

This page was built for publication: Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5200567)