The convergence of variable metric matrices in unconstrained optimization

DOI10.1007/BF02591941zbMath0532.49015OpenAlexW2060217404MaRDI QIDQ3314451

M. J. D. Powell, Renpu Ge

Publication date: 1983

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591941

zbMATH Keywords

unconstrained optimizationquasi-Newton algoritmsvariable metric matrices

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15)

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Cites Work

• Quasi-Newton Methods, Motivation and Theory
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A new approach to variable metric algorithms
• On the Convergence of the Variable Metric Algorithm
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results
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