Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

DOI10.1093/IMAMAT/11.1.73MaRDI QIDQ5665296zbMATHOpenAlexWikidataFDO

Authors K. W. Brodlie, A. R. Gourlay, John Greenstadt

Publication date 1973

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamat/11.1.73

Mathematics Subject Classification ID

Nonlinear programming (90C30) Vector spaces, linear dependence, rank, lineability (15A03) Matrix equations and identities (15A24)

Cited in

(23)

• A new quasi-Newton pattern search method based on symmetric rank-one update for unconstrained optimization
• scientific article; zbMATH DE number 3956831 (Why is no real title available?)
• A bound to the condition number of canonical rank-two corrections and applications to the variable metric method
• An arc length control procedure to solve parabolic problems
• Variable metric methods for linearly constrained nonlinear minimax approximation
• Factorized Variable Metric Methods for Unconstrained Optimization
• On the symmetric rank-m correction of matrices
• Hybrid methods for large sparse nonlinear least squares
• Updating conjugate directions by the BFGS formula
• Optimally conditioned optimization algorithms without line searches
• On averaging and representation properties of the BFGS and related secant updates
• Updating of conjugate direction matrices using members of Broyden's family
• Optimal conditioning in the convex class of rank two updates
• A quasi-Newton based pattern search algorithm for unconstrained optimization
• Direct Secant Updates of Matrix Factorizations
• Performance of various BFGS implementations with limited precision second-order information
• Some practical procedures for the solution of nonlinear finite element equations
• Parallel quasi-Newton methods for unconstrained optimization
• Solutions to 18 constrained optimization problems on the rank and inertia of the linear matrix function
• A strict bound to the condition number of bordered positive definite matrices
• Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class
• On some classes of variationally derived quasi-Newton methods for systems of nonlinear algebraic equations
• Inertia-preserving secant updates

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