Quasi-Newton Updates in Abstract Vector Spaces

DOI10.1137/1026074MaRDI QIDQ3692718zbMATH OpenOpenAlexFDO

Authors Michael J. Todd

Publication date 1984

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1026074

zbMATH Keywords

least-change updatesquasi-Newton methods

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05)

Recommendations

• Long vectors for quasi-Newton updates
• On the generation of updates for quasi-Newton methods
• On the Use of Restricted Pseudo-inverses for the Unified Derivation of Quasi-Newton Updates
• The least prior deviation quasi-Newton update
• Duality in quasi-Newton methods and new variational characterizations of the DFP and BFGS updates

Cited in

(7)

• Modifying the BFGS method
• A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• Superlinear convergence of a class of \(\theta\)-bounded rank-one update methods
• On the Use of Restricted Pseudo-inverses for the Unified Derivation of Quasi-Newton Updates
• Broyden's method in Hilbert space
• Long vectors for quasi-Newton updates
• Compact representation of the full Broyden class of quasi‐Newton updates

This page was built for publication: Quasi-Newton Updates in Abstract Vector Spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3692718)