Optimal conditioning in the convex class of rank two updates

DOI10.1007/BF01609030zbMath0402.90086MaRDI QIDQ4187601

Robert B. Schnabel

Publication date: 1978

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

zbMATH Keywords

Nonlinear ProgrammingOptimal ConditioningQuasinewton MethodRank-Two Update

Mathematics Subject Classification ID

Nonlinear programming (90C30) Newton-type methods (49M15)

Related Items (3)

Minimum Norm Symmetric Quasi-Newton Updates Restricted to Subspaces ⋮ A nonmonotone Broyden method for unconstrained optimization ⋮ A variable-metric method using a nonquadratic model

Cites Work

• Unnamed Item
• A bound to the condition number of canonical rank-two corrections and applications to the variable metric method
• Variable Metric Method for Minimization
• Optimally conditioned optimization algorithms without line searches
• Optimal conditioning of self-scaling variable Metric algorithms
• On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Rapidly Convergent Descent Method for Minimization
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Conditioning of Quasi-Newton Methods for Function Minimization
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

This page was built for publication: Optimal conditioning in the convex class of rank two updates