Family of optimally conditioned quasi-Newton updates for unconstrained optimization (Q1338563)
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scientific article; zbMATH DE number 698716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Family of optimally conditioned quasi-Newton updates for unconstrained optimization |
scientific article; zbMATH DE number 698716 |
Statements
Family of optimally conditioned quasi-Newton updates for unconstrained optimization (English)
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10 October 1995
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A general optimal conditioning problem for updates which satisfy the quasi-Newton equation is solved. The new solution is a family of updates which contains other known optimally conditioned updates but also includes new formulae of increased rank. A new factorized formula for the Broyden family and some preliminary numerical results are also given.
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unconstrained optimization
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optimal conditioning
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quasi-Newton equation
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