Effect of rounding errors on the variable metric method

DOI10.1007/BF02196600zbMath0797.90091MaRDI QIDQ1321455

L. C. W. Dixon, D. J. Mills

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationquasi-Newton methodsrounding errorsvariable metric algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (2)

Properties of the affine‐invariant ensemble sampler's ‘stretch move’ in high dimensions ⋮ Improved sampling strategies for ensemble-based optimization

Cites Work

• Truncated Newton method for sparse unconstrained optimization using automatic differentiation
• On a conjecture of Dixon and other topics in variable metric methods

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