A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems

DOI10.1137/S1064827597326651zbMath0922.65031OpenAlexW1980642013MaRDI QIDQ4243513

Gene H. Golub, Moody T. Chu, Robert E. Funderlic

Publication date: 18 May 1999

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827597326651

zbMATH Keywords

BFGS updaterank subtractivityrank additivitysymmetric positive semidefinite matrixDFP updaterank restorationrank-one reductionsecant update formula

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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