On averaging and representation properties of the BFGS and related secant updates

DOI10.1007/s10107-014-0807-8zbMath1328.49028OpenAlexW1988605967MaRDI QIDQ747768

Richard A. Tapia

Publication date: 19 October 2015

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

Full work available at URL: https://doi.org/10.1007/s10107-014-0807-8

zbMATH Keywords

optimizationNewton's methodBFGS methodquasi-Newton methodssecant methodsDennis classSchnabel classsymmetric rank-2 updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Methods of quasi-Newton type (90C53)

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Two-phase quasi-Newton method for unconstrained optimization problem

Cites Work

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