Quasi-Newton updates with weighted secant equations

DOI10.1080/10556788.2014.971025zbMath1356.90162OpenAlexW2020588485WikidataQ58185659 ScholiaQ58185659MaRDI QIDQ3458815

Vincent Malmedy, Serge Gratton, Phillipe L. Toint

Publication date: 28 December 2015

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: http://oatao.univ-toulouse.fr/22601/1/gratton_22601.pdf

zbMATH Keywords

nonlinear optimizationsecant equationsquasi-Newton formulae

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (4)

A symmetric grouped and ordered multi-secant Quasi-Newton update formula ⋮ Secant update generalized version of PSB: a new approach ⋮ Secant update version of quasi-Newton PSB with weighted multisecant equations ⋮ Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients

Cites Work

• Unnamed Item
• Representations of quasi-Newton matrices and their use in limited memory methods
• Least Change Secant Updates for Quasi-Newton Methods
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

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