Convergence Properties of a Class of Rank-two Updates

DOI10.1137/0804015zbMath0821.90097OpenAlexW1999895462MaRDI QIDQ4302312

Paul T. Boggs, Jon W. Tolle

Publication date: 14 August 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0804015

zbMATH Keywords

convergence analysisquasi-Newton algorithmsmatrix updatesextended Broyden class of updating schemesHessian matrix approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (3)

On the performance of switching BFGS/SR1 algorithms for unconstrained optimization ⋮ Approximating Higher-Order Derivative Tensors Using Secant Updates ⋮ Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization

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