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

DOI10.1007/S10107-014-0807-8MaRDI QIDQ747768zbMATH OpenOpenAlexFDO

Authors Richard 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

optimizationBFGS methodNewton's methodquasi-Newton methodssecant methodsDennis classSchnabel classsymmetric rank-2 updates

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3474862 (Why is no real title available?)
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• A new approach to variable metric algorithms
• An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
• Conditioning of Quasi-Newton Methods for Function Minimization
• Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Optimally conditioned optimization algorithms without line searches
• Quasi-Newton Methods and their Application to Function Minimisation
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Sizing the BFGS and DFP updates: Numerical study
• The Convergence of a Class of Double-rank Minimization Algorithms
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Variable Metric Method for Minimization
• Variations on Variable-Metric Methods

Cited in

(3)

• Two-phase quasi-Newton method for unconstrained optimization problem
• On Least-Change Secant Updates in Factored Form
• Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class

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