Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class

DOI10.1080/10556788.2011.629658zbMath1308.65077OpenAlexW2003438550MaRDI QIDQ5200567

Joanna M. Papakonstantinou, Richard A. Tapia

Publication date: 6 November 2012

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

Full work available at URL: https://doi.org/10.1080/10556788.2011.629658

zbMATH Keywords

Newton's methodBFGS methodquasi-Newton methodssecant methodsBroyden-Fletcher-Goldfarb-Shanno updateDennis classsymmetric rank-2 updatesDavidon class

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10)

Related Items (1)

On averaging and representation properties of the BFGS and related secant updates

Uses Software

• NSOIA

Cites Work

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• Optimally conditioned optimization algorithms without line searches
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

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