Updating of conjugate direction matrices using members of Broyden's family

DOI10.1007/BF01580608zbMath0784.90083OpenAlexW2006924566MaRDI QIDQ689119

Dirk Siegel

Publication date: 6 December 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580608

zbMATH Keywords

linear constraintsmatrix factorizationsconjugate directionsupdatesecond derivative approximationvariable metric algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (4)

Modifying the BFGS update by a new column scaling technique ⋮ Family of optimally conditioned quasi-Newton updates for unconstrained optimization ⋮ The revised DFP algorithm without exact line search ⋮ A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION

Cites Work

• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• Updating conjugate directions by the BFGS formula
• Factorized Variable Metric Methods for Unconstrained Optimization
• Quasi-newton algorithms generate identical points
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Quasi Newton techniques generate identical points II: The proofs of four new theorems

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