A new variational result for quasi-Newton formulae

R. Fletcher (Lead / Corresponding author)

Research output: Contribution to journalArticlepeer-review

32 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 languageEnglish
Pages (from-to)18-21
Number of pages4
JournalSIAM Journal on Optimization
Volume1
Issue number1
DOIs
Publication statusPublished - 1991

Keywords

  • BFGS formula
  • DFP formula
  • Quasi-Newton method

Fingerprint

Dive into the research topics of 'A new variational result for quasi-Newton formulae'. Together they form a unique fingerprint.

Cite this