Family of optimally conditioned quasi-Newton updates for unconstrained optimization

DOI10.1007/BF02190066zbMath0821.90103OpenAlexW2003046294MaRDI QIDQ1338563

V. Pereyra

Publication date: 10 October 1995

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

Full work available at URL: https://doi.org/10.1007/bf02190066

zbMATH Keywords

unconstrained optimizationquasi-Newton equationoptimal conditioning

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (3)

Numerical expirience with a class of self-scaling quasi-Newton algorithms ⋮ The revised DFP algorithm without exact line search ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Uses Software

• minpack

Cites Work

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• Updating of conjugate direction matrices using members of Broyden's family
• Modifying the BFGS update by a new column scaling technique
• On Least-Change Secant Updates in Factored Form
• Updating conjugate directions by the BFGS formula
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Testing Unconstrained Optimization Software
• A New Variational Result for Quasi-Newton Formulae
• Self-Scaling Variable Metric (SSVM) Algorithms
• Optimally conditioned optimization algorithms without line searches
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization

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