A family of variable metric updates

DOI10.1007/BF01593786zbMath0394.65021MaRDI QIDQ4176898

Larry Nazareth

Publication date: 1977

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

zbMATH Keywords

Quasinewton MethodsGradient MethodsA-Conjugate DirectionsCondition NumberVariable Metirc Methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10)

Cites Work

• Unified approach to unconstrained minimization via basic matrix factorizations
• Variable Metric Method for Minimization
• On the selection of parameters in Self Scaling Variable Metric Algorithms
• Optimally conditioned optimization algorithms without line searches
• Function minimization by conjugate gradients
• On a Numerical Instability of Davidon-Like Methods
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Conditioning of Quasi-Newton Methods for Function Minimization
• Optimal Conditioning of Quasi-Newton Methods
• Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
• Quasi Newton techniques generate identical points II: The proofs of four new theorems
• Quasi-Newton Methods for Unconstrained Optimization

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