A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations

DOI10.1137/0720021zbMath0533.65028OpenAlexW2021891714WikidataQ114074380 ScholiaQ114074380MaRDI QIDQ3316472

George W. Johnson, Nieves H. Austria

Publication date: 1983

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0720021

zbMATH Keywords

quasi-Newton algorithmupdated factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of solutions to systems of equations (65H10)

Related Items (7)

Multi-step quasi-Newton methods for optimization ⋮ Solving nonlinear systems of equations by means of quasi-neston methods with a nonmonotone stratgy^∗ ⋮ On the solution of highly structured nonlinear equations ⋮ Some secant approximations for Rosenbrock \(W\)-methods ⋮ A class of factorization update algorithm for solving systems of sparse nonlinear equations ⋮ A quasi-Newton method with sparse triple factorization for unconstrained minimization ⋮ Practical quasi-Newton methods for solving nonlinear systems

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