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

DOI10.1007/BF01580608MaRDI QIDQ689119zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• A numerically stable dual method for solving strictly convex quadratic programs
• Factorized Variable Metric Methods for Unconstrained Optimization
• Quasi Newton techniques generate identical points II: The proofs of four new theorems
• Quasi-newton algorithms generate identical points
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Updating conjugate directions by the BFGS formula

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
• scientific article; zbMATH DE number 4135322 (Why is no real title available?)
• scientific article; zbMATH DE number 4153791 (Why is no real title available?)
• Analogues of Dixon’s and Powell’s Theorems for Unconstrained Minimization with Inexact Line Searches
• The revised DFP algorithm without exact line search
• Updating the principal angle decomposition
• Convergence Properties of a Class of Rank-two Updates

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