Broyden updating, the good and the bad!
type: Item
instance of: scholarly article
title: Broyden updating, the good and the bad!
zbMATH Open document ID: 1264.65078
published in: Documenta Mathematica
publication date: 2013-04-17T00:00:00Z
full work available at URL: 45 griewank-andreas-broyden.html
review text: Summary: So far so good! We had an updating procedure (the `ful secant method') that seemed to work provided that certain conditions of linear independence were satisfied, but the problem was that it did not work very well. In fact, it proved to be quite numerically unstable. (cf. [\textit{C. G. Broyden}, On the discovery of the ``good Broyden'' method, Math. Program. 87, No. 2 (B), 209--213 (2000; Zbl 0970.90002)])
Mathematics Subject Classification ID: 65H10
zbMATH DE Number: 6155100
zbMATH Keywords: quasi-Newton
zbMATH Keywords: secant condition
zbMATH Keywords: least change
zbMATH Keywords: bounded deterioration
zbMATH Keywords: superlinear convergence
author: Andreas Griewank
describes a project that uses: L-BFGS
MaRDI profile type: Publication
Recommended article: An update on ``might''
Recommended article: Q3489445
Recommended article: Rank My Update, Please
Recommended article: TFNP: An Update
Recommended article: Q3171379
Recommended article: On trades: An update
description: scientific article; zbMATH DE number 6155100