On the conditioning of the Hessian approximation in quasi-Newton methods

DOI10.1016/0377-0427(91)90207-ZzbMATH Open0733.65044MaRDI QIDQ809555FDOQ809555

J. A. Ford, Adel F. Saadallah

Publication date: 1991

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

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zbMATH Keywords

condition numberconditioningquasi-Newton methodsBroyden-Fletcher-Goldfarb-Shanno methodNumerical testsinverse Hessian approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites Work

• Testing Unconstrained Optimization Software
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Title not available (Why is that?)
• 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
• Optimal conditioning of self-scaling variable Metric algorithms
• On the selection of parameters in Self Scaling Variable Metric Algorithms
• On the construction of minimization methods of quasi-Newton type
• Title not available (Why is that?)
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• Title not available (Why is that?)
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Cancellation Errors in Quasi-Newton Methods

Uses Software

• Algorithm 500
• minpack

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