A variable-metric method using a nonquadratic model
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/BF00934462.pdf
Reference23 articles.
1. Davidon, W. C.,Variable-Metric Method for Minimization, Argonne National Laboratory, Report No. ANL-5990 (Revised), 1959.
2. Fletcher, R., andPowell, M. J. D.,A Rapidly Convergent Descent Method for Minimization, Computer Journal, Vol. 6, pp. 163–168, 1963.
3. Broyden, C. G.,The Convergence of a Class of Double-Rank Minimization Algorithms, Parts 1 and 2, Journal of the Institute of Mathematics and Its Applications, Vol. 6, pp. 76–90, 1970 and Vol. 6, pp. 222–231, 1970.
4. Fletcher, R.,A New Approach to Variable-Metric Algorithms, Computer Journal, Vol. 13, pp. 317–322, 1970.
5. Goldfarb, D.,A Family of Variable-Metric Methods Derived by Variational Means, Mathematics of Computation, Vol. 24, pp. 23–26, 1970.
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