A quasi-Newton method with Cholesky factorization

DOI10.1007/BF02259641zbMath0421.65043OpenAlexW2397810771MaRDI QIDQ1133299

J. Bräuninger

Publication date: 1980

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02259641

zbMATH Keywords

Cholesky factorizationquasi-Newton methodsgradient evaluationsapproximation of the HessianGoldstein-Price methodminimizing a function

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical computation of solutions to systems of equations (65H10)

Cites Work

• An effective algorithm for minimization
• Methods for Modifying Matrix Factorizations
• Methods of conjugate directions versus quasi-Newton methods
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