A Study of the Dennis-Wolkowicz Method on Convex Functions

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2001 English Publisher:Springer Science and Business Media LLCJournal:Computational Optimization and Applications, volume 19, pages 297-317 (issn: 0926-6003, eissn: 1573-2894,

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Authors: Guanghui Liu; Lixing Han;

doi: 10.1023/a:1011212022308

A Study of the Dennis-Wolkowicz Method on Convex Functions

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Abstract

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University of Connecticut
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Keywords

global convergence, quasi-Newton methods, Convex programming, Broyden family, Wolfe line search, unconstrained optimization, Dennis-Wolkowicz method, Methods of quasi-Newton type

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