Secant relations versus positive definiteness in quasi-Newton methods

DOI10.1007/BF00938401zbMATH Open0534.90068OpenAlexW2087978208MaRDI QIDQ790711FDOQ790711

Authors: Ury Passy, Eliezer Z. Prisman 

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938401

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zbMATH Keywords

unconstrained optimizationquasi-Newton methodsapproximation of the Hessian inversenonsymmetric nonpositive-definite matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Cites Work

• A Rapidly Convergent Descent Method for Minimization
• A Family of Variable-Metric Methods Derived by Variational Means
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Quasi-Newton Methods, Motivation and Theory
• Title not available (Why is that?)
• Quasi-Newton Methods and their Application to Function Minimisation
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• An Iterative Method for Finding Stationary Values of a Function of Several Variables
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
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• On variable-metric algorithms
• The Secant method for simultaneous nonlinear equations
• A KDF9 ALGOL list-processing scheme
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Cited In (3)

• Proofs of some non-singular matrices in optimization theory and algorithm
• Title not available (Why is that?)
• A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method

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