Family of optimally conditioned quasi-Newton updates for unconstrained optimization
type: Item
instance of: scholarly article
title: Family of optimally conditioned quasi-Newton updates for unconstrained optimization
zbMATH Open document ID: 0821.90103
DOI: 10.1007/BF02190066
author: V. Pereyra
published in: Journal of Optimization Theory and Applications
publication date: 1995-10-10T00:00:00Z
review text: A general optimal conditioning problem for updates which satisfy the quasi-Newton equation is solved. The new solution is a family of updates which contains other known optimally conditioned updates but also includes new formulae of increased rank. A new factorized formula for the Broyden family and some preliminary numerical results are also given.
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 698716
zbMATH Keywords: unconstrained optimization
zbMATH Keywords: optimal conditioning
zbMATH Keywords: quasi-Newton equation
reviewed by: Nai-Yang Deng
describes a project that uses: minpack
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02190066
OpenAlex ID: W2003046294
description: scientific article; zbMATH DE number 698716