A New Variational Result for Quasi-Newton Formulae

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 1991 United Kingdom English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Optimization, volume 1, pages 18-21 (issn: 1052-6234, eissn: 1095-7189,

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Authors: Fletcher, R.;

doi: 10.1137/0801002

A New Variational Result for Quasi-Newton Formulae

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Abstract

Summary: The recent measure function of \textit{R. H. Byrd} and \textit{J. Nocedal} [SIAM J. Numer. Anal. 26, 727-739 (1989)] is considered and simple proofs of some of its properties are given. It is then shown that the BFGS and DFP formulae satisfy a least change property with respect to this new measure.

Country

United Kingdom

Related Organizations

University of Dundee
United Kingdom

Keywords

BFGS formula, Quasi-Newton method, name=Theoretical Computer Science, 510, 004, name=Software, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, /dk/atira/pure/subjectarea/asjc/2600/2614, quasi-Newton method, DFP formula, /dk/atira/pure/subjectarea/asjc/1700/1712

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