Perspectives on self-scaling variable metric algorithms
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF00934764.pdf
Reference15 articles.
1. Oren, S. S.,Self-Scaling Variable Metric Algorithms without Line Search for Unconstrained Minimization, Mathematics of Computation, Vol. 27, pp. 873?885, 1973.
2. Oren, S. S.,Self-Scaling Variable Metric (SSVM) Algorithms, II, Implementation and Experiments, Management Science, Vol. 20, pp. 863?874, 1974.
3. Oren, S. S.,On the Selection of Parameters in Self-Scaling Variable Metric Algorithms, Mathematical Programming, Vol. 7, pp. 351?367, 1974.
4. Oren, S. S., andLuenberger, D. G.,Self-Scaling Variable Metric (SSVM) Algorithms, I, Criteria and Sufficient Conditions for Scaling a Class of Algorithms, Management Science, Vol. 20, pp. 845?862, 1974.
5. Oren, S. S., andSpedicato, E.,Optimal Conditioning of Self-Scaling Variable Metric Algorithms, Mathematical Programming, Vol. 10, pp. 70?90, 1976.
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