Structure of quasi-Newton minimization methods
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 5, pp. 817-831
Voir la notice de l'article provenant de la source Math-Net.Ru
A scheme for the design of quasi-Newton methods for unconstrained optimization problems is examined. A criterion for the positive definiteness of the quasi-Newton modification of the Hessian matrix is given. Quasi-Newton methods are described that cannot be placed within the classical scheme specified by the family of Broyden methods.
@article{ZVMMF_2010_50_5_a2,
author = {A. M. Vetoshkin},
title = {Structure of {quasi-Newton} minimization methods},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {817--831},
publisher = {mathdoc},
volume = {50},
number = {5},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_5_a2/}
}
A. M. Vetoshkin. Structure of quasi-Newton minimization methods. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 5, pp. 817-831. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_5_a2/