Secant relations versus positive definiteness in quasi-Newton methods

DOI10.1007/BF00938401MaRDI QIDQ790711zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3477343 (Why is no real title available?)
• scientific article; zbMATH DE number 3617919 (Why is no real title available?)
• scientific article; zbMATH DE number 3356498 (Why is no real title available?)
• scientific article; zbMATH DE number 3421852 (Why is no real title available?)
• A Family of Variable-Metric Methods Derived by Variational Means
• A KDF9 ALGOL list-processing scheme
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• An Iterative Method for Finding Stationary Values of a Function of Several Variables
• Conditioning of Quasi-Newton Methods for Function Minimization
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• On variable-metric algorithms
• Quasi-Newton Methods and their Application to Function Minimisation
• Quasi-Newton Methods, Motivation and Theory
• The Convergence of a Class of Double-rank Minimization Algorithms
• The Secant method for simultaneous nonlinear equations

Cited in

(3)

• Proofs of some non-singular matrices in optimization theory and algorithm
• A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method
• scientific article; zbMATH DE number 3978283 (Why is no real title available?)

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