The least prior deviation quasi-Newton update

Author:

Mifflin R. B.,Nazareth J. L.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference18 articles.

1. M. Al-Baali, “An efficient class of quasi-Newton algorithms in the Broyden family,” Report No. 9, Department of Electronics, Informatics and Systems, University of Calabria (Calabria, Italy, 1992).

2. C.G. Broyden, “The convergence of a class of double-rank minimization algorithms,” Parts I and II.Journal of the Institute of Mathematical Applications 6 (1970) 76–90, 222–236.

3. R.H. Byrd, D.C. Liu and J. Nocedal, “On the behaviour of Broyden's class of quasi-Newton methods,”SIAM Journal on Optimization 2 (1992) 533–557.

4. A.R. Conn, N.I.M. Gould and Ph.L. Toint, “Convergence of quasi-Newton matrices generated by the symmetric rank one update,”Mathematical Programming 50 (1991) 177–195.

5. W.C. Davidon, “Variable metric methods for minimization,” Research and Development Report ANL-5990 (Rev.), Argonne National Laboratory (Argonne, IL, 1959). (Reprinted inSIAM Journal on Optimization 1 (1991).)

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