On Davidon's collinear scaling algorithms for optimization

DOI10.1007/BF02246510zbMath0810.65061OpenAlexW67857387MaRDI QIDQ1332350

Ariyawansa, K. A.

Publication date: 12 September 1994

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02246510

zbMATH Keywords

algorithmsunconstrained optimizationcollinear scalingsquasi-Newton methodslocal conic approximations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites Work

• Unnamed Item
• Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
• Conic Approximations and Collinear Scalings for Optimizers
• The Q-Superlinear Convergence of a Collinear Scaling Algorithm for Unconstrained Optimization
• A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
• Quasi-Newton Methods, Motivation and Theory
• Local andQ-superlinear convergence of a class of collinear scaling algorithms that extends quasi-newton methods with broyden's bounded-⊘ class of updates† ‡
• Collinear scaling and sequential estimation in sparse optimization algorithms
• Least-Change Secant Updates of Nonsquare Matrices

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