Modifying the BFGS update by a new column scaling technique

Author:

Siegel Dirk

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference11 articles.

1. J.E. Dennis and J. Moré, “Quasi-Newton methods, motivation and theory,”SIAM Review 19 (1977) 46–89.

2. R. Fletcher,Practical Methods of Optimization (John Wiley & Sons, Chichester, 1987).

3. D. Goldfarb, “Factorized variable metric methods for unconstrained optimization,”Mathematics of Computation 30 (1976) 796–811.

4. S.-P. Han, “Optimization by updated conjugate subspaces,” in: eds. D.F. Griffiths and G.A. Watson,Numerical Analysis: Pitman Research Notes in Mathematics Series 140 (Longman Scientific & Techical Burnt Mill 1986) pp. 82–97.

5. M. Lalee and J. Nocedal, “Automatic column scaling strategies for quasi-Newton methods,” to appear inSIAM Journal on Optimization (1991).

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