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

DOI10.1080/10556788.2011.629658MaRDI QIDQ5200567zbMATHOpenAlexFDO

Authors 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

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)

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Cites work

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• 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
• The Convergence of a Class of Double-rank Minimization Algorithms

Cited in

(2)

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

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Uses Software

• NSOIA

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