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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Journal of Optimizat...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Journal of Optimization Theory and Applications
Article . 1986 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1986
Data sources: zbMATH Open
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On the generation of updates for quasi-Newton methods

Authors: Flachs, J.;

On the generation of updates for quasi-Newton methods

Abstract

We present a unified technique for updating approximations to Jacobian or Hessian matrices when any linear structure can be imposed. The updates are derived by variational means, where an operator-weighted Frobenius norm is used, and are finally expressed as solutions of linear equations and/or unconstrained extrema. A certain behavior of the solutions is discussed for certain perturbations of the operator and the constraints. Multiple secant relations are then considered. For the nonsparse case, an explicit family of updates is obtained including Broyden, DFP, and BFGS. For the case where some of the matrix elements are prescribed, explicit solutions are obtained if certain conditions are satisfied. When symmetry is assumed, we show, in addition, the connection with the DFP and BFGS updates.

Keywords

quasi-Newton methods, Hessian matrix, Computational methods for sparse matrices, Numerical mathematical programming methods, weighted Frobenius norm, Numerical computation of solutions to systems of equations, sparsity, updating formulas, Jacobian matrix

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
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