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Volumn 19, Issue 4, 1999, Pages 497-507

A new approach to symmetric rank-one updating

Author keywords

[No Author keywords available]

Indexed keywords

NUMERICAL METHODS; OPTIMIZATION; PARAMETER ESTIMATION;

EID: 0033239111     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/19.4.497     Document Type: Article
Times cited : (18)

References (20)
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  • 2
    • 33845521414 scopus 로고
    • Convergence of quasi-Newton matrices generated by the symmetric rank one update
    • CONN, A. R., GOULD, N. I. M., & TOINT, P. L. 1991 Convergence of quasi-Newton matrices generated by the symmetric rank one update. Math. Prog. 2, 177-195.
    • (1991) Math. Prog. , vol.2 , pp. 177-195
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  • 3
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    • Some remarks on the symmetric rank-one update
    • CULLUM, J. & BRAYTON, R. K. 1979 Some remarks on the symmetric rank-one update. JOTA 29, 493-520.
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    • Cullum, J.1    Brayton, R.K.2
  • 4
    • 42249095971 scopus 로고
    • Variance algorithms for minimization
    • DAVIDON, W. C. 1968 Variance algorithms for minimization. Comput. J. 10, 406-410.
    • (1968) Comput. J. , vol.10 , pp. 406-410
    • Davidon, W.C.1
  • 5
    • 0016536544 scopus 로고
    • Optimally conditioned optimization algorithms without line searches
    • DAVIDON, W. C. 1975 Optimally conditioned optimization algorithms without line searches. Math. Prog. 9, 1-30.
    • (1975) Math. Prog. , vol.9 , pp. 1-30
    • Davidon, W.C.1
  • 7
    • 0004024645 scopus 로고
    • Nonlinear least squares and nonlinearly constrained optimization
    • G. A. Watson, ed
    • GILL, P. E. & MURRAY, W. 1976 Nonlinear least squares and nonlinearly constrained optimization. Numerical Analysis (Dundee, 1975) (G. A. Watson, ed), pp 135-147.
    • (1976) Numerical Analysis (Dundee, 1975) , pp. 135-147
    • Gill, P.E.1    Murray, W.2
  • 8
    • 4243676409 scopus 로고
    • Quasi-Newton verfahren von rang-eins-typ zur losung unrestringierter minimierungs probleme, teil 1 und teil 2
    • KLEINMICHEL, H. 1981 Quasi-Newton Verfahren von Rang-eins-typ zur Losung Unrestringierter Minimierungs Probleme, Teil 1 und Teil 2. Numer. Math. 38, 219-244.
    • (1981) Numer. Math. , vol.38 , pp. 219-244
    • Kleinmichel, H.1
  • 10
    • 0008994309 scopus 로고
    • A constrained minimization method with quadratic convergence
    • (R. Fletcher, ed). London: Academic
    • MURTAGH, B. A. & SARGENT, R. W. H. 1969 A constrained minimization method with quadratic convergence. Optimization (R. Fletcher, ed). London: Academic.
    • (1969) Optimization
    • Murtagh, B.A.1    Sargent, R.W.H.2
  • 11
    • 0009079769 scopus 로고
    • A rank-one algorithm for unconstrained function minimization
    • NORRIS, D. O. & GERKEN, D. 1977 A rank-one algorithm for unconstrained function minimization. JOTA 21, 261-275.
    • (1977) JOTA , vol.21 , pp. 261-275
    • Norris, D.O.1    Gerken, D.2
  • 12
    • 0016311816 scopus 로고
    • On the selection of parameters in self-scaling variable metric algorithms
    • OREN, S. S. 1974 On the selection of parameters in self-scaling variable metric algorithms. Math. Prog. 7, 351-367.
    • (1974) Math. Prog. , vol.7 , pp. 351-367
    • Oren, S.S.1
  • 14
    • 0001184391 scopus 로고
    • Matrix conditioning and nonlinear optimization
    • SHANNO, D. F. & PHUA, K. H. 1978 Matrix conditioning and nonlinear optimization. Math. Prog. 14, 149-160.
    • (1978) Math. Prog. , vol.14 , pp. 149-160
    • Shanno, D.F.1    Phua, K.H.2
  • 15
    • 0009003247 scopus 로고
    • Computational experience with quasi-Newton algorithms for minimization problems of moderately large size
    • Segrato
    • SPEDICATO, E. 1975 Computational experience with quasi-Newton algorithms for minimization problems of moderately large size. Report CISE-N-175, CISE Documentation Series, Segrato.
    • (1975) Report CISE-N-175, CISE Documentation Series
    • Spedicato, E.1
  • 16
    • 0001832732 scopus 로고
    • A class of rank-one positive definite quasi-Newton updates for unconstrained minimization
    • SPEDICATO, E. 1983 A class of rank-one positive definite quasi-Newton updates for unconstrained minimization. Optimization 14, 61-70.
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    • Spedicato, E.1
  • 17
    • 0009003248 scopus 로고
    • Computational experience with rank-one positive definite quasi-Newton algorithms
    • SPEDICATO, E. 1984 Computational experience with rank-one positive definite quasi-Newton algorithms. Optimization 16, 673-681.
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    • Spedicato, E.1
  • 18
    • 0009072572 scopus 로고
    • A self-scaling symmetric rank one updating algorithm for unconstrained optimization
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    • Sun, L.P.1
  • 20
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    • Supermemory descent dethods for unconstrained minimization
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    • Wolfe, M.A.1    Viazminsky, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.