The symmetric rank-one quasi-Newton method is a space-dilation subgradient algorithm

DOI10.1016/0167-6377(86)90010-6zbMath0604.90113OpenAlexW2031846494MaRDI QIDQ1083371

Michael J. Todd

Publication date: 1986

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8571

zbMATH Keywords

unconstrained optimizationquasi-Newton methodspace dilationparticular choice of the parametersShor's subgradient algorithm

Mathematics Subject Classification ID

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

Related Items (2)

Essentials of numerical nonsmooth optimization ⋮ Essentials of numerical nonsmooth optimization

Cites Work

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• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Quasi-newton algorithms generate identical points

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