A new variational result for quasi-Newton formulae

R. Fletcher

doi:10.1137/0801002

A new variational result for quasi-Newton formulae

R. Fletcher (Lead / Corresponding author)

Mathematics

Research output: Contribution to journal › Article › peer-review

36 Citations (Scopus)

Abstract

The recent measure function of Byrd and Nocedal [SIAM J. Numer. Anal., 26 (1989), pp. 727-739] 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.

Original language	English
Pages (from-to)	18-21
Number of pages	4
Journal	SIAM Journal on Optimization
Volume	1
Issue number	1
DOIs	https://doi.org/10.1137/0801002
Publication status	Published - 1991

Keywords

BFGS formula
DFP formula
Quasi-Newton method

ASJC Scopus subject areas

Software
Theoretical Computer Science

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10.1137/0801002

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A new variational result for quasi-Newton formulae

Abstract

Keywords

ASJC Scopus subject areas

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