Updating of conjugate direction matrices using members of Broyden's family

DOI10.1007/BF01580608zbMATH Open0784.90083OpenAlexW2006924566MaRDI QIDQ689119FDOQ689119

Authors: Dirk Siegel 

Publication date: 6 December 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580608

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zbMATH Keywords

matrix factorizationslinear constraintsconjugate directionsupdatesecond derivative approximationvariable metric algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• A numerically stable dual method for solving strictly convex quadratic programs
• Title not available (Why is that?)
• Quasi Newton techniques generate identical points II: The proofs of four new theorems
• Quasi-newton algorithms generate identical points
• Updating conjugate directions by the BFGS formula
• Factorized Variable Metric Methods for Unconstrained Optimization
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

Cited In (12)

• A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION
• Updating conjugate directions by the BFGS formula
• Modifying the BFGS update by a new column scaling technique
• Family of optimally conditioned quasi-Newton updates for unconstrained optimization
• BFGS algorithm by using the decomposition matrix of the correction matrix to obtain the search direction
• On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analogues of Dixon’s and Powell’s Theorems for Unconstrained Minimization with Inexact Line Searches
• The revised DFP algorithm without exact line search
• Convergence Properties of a Class of Rank-two Updates
• Updating the principal angle decomposition

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