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Volumn 1, Issue , 2012, Pages 25-32

Quasi-Newton methods: A new direction

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COSTS; NON-PARAMETRIC; NUMERICAL OPTIMIZATIONS; OBJECTIVE FUNCTIONS; QUADRATIC APPROXIMATION; QUASI-NEWTON METHODS; STATE OF THE ART;

EID: 84867137465     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (9)

References (16)
  • 2
    • 84968510937 scopus 로고
    • A class of methods for solving nonlinear simultaneous equations
    • Broyden, C.G. A class of methods for solving nonlinear simultaneous equations. Math. Comp., 19(92):577-593, 1965.
    • (1965) Math. Comp. , vol.19 , Issue.92 , pp. 577-593
    • Broyden, C.G.1
  • 3
    • 0001345577 scopus 로고
    • Quasi-Newton methods and their application to function minimization
    • Broyden, C.G. Quasi-Newton methods and their application to function minimization. Math. Comp., 21(368):45, 1967.
    • (1967) Math. Comp. , vol.21 , Issue.368 , pp. 45
    • Broyden, C.G.1
  • 4
    • 0002327634 scopus 로고
    • A new double-rank minimization algorithm
    • Broyden, C.G. A new double-rank minimization algorithm. Notices American Math. Soc, 16:670, 1969.
    • (1969) Notices American Math. Soc , vol.16 , pp. 670
    • Broyden, C.G.1
  • 6
    • 0002663672 scopus 로고
    • Quasi-Newton methods, motivation and theory
    • SIAM
    • Dennis, J.E. Jr and Morée, J.J. Quasi-Newton methods, motivation and theory. SIAM Review, pp. 46-89, 1977.
    • (1977) Review , pp. 46-89
    • Dennis Jr., J.E.1    Morée, J.J.2
  • 7
    • 0014825610 scopus 로고
    • A new approach to variable metric algorithms
    • Fletcher, R. A new approach to variable metric algorithms. The Computer Journal, 13(3):317, 1970.
    • (1970) The Computer Journal , vol.13 , Issue.3 , pp. 317
    • Fletcher, R.1
  • 8
    • 0000387235 scopus 로고
    • A rapidly convergent descent method for minimization
    • Fletcher, R. and Powell, M.J.D. A rapidly convergent descent method for minimization. The Computer Journal, 6(2):163-168, 1963.
    • (1963) The Computer Journal , vol.6 , Issue.2 , pp. 163-168
    • Fletcher, R.1    Powell, M.J.D.2
  • 9
    • 3843147201 scopus 로고    scopus 로고
    • Numerical computation of rectangular bivariate and trivariate normal and t probabilities
    • Genz, A. Numerical computation of rectangular bivariate and trivariate normal and t probabilities. Statistics and Computing, 14(3):251-260, 2004.
    • (2004) Statistics and Computing , vol.14 , Issue.3 , pp. 251-260
    • Genz, A.1
  • 10
    • 84966251980 scopus 로고
    • A family of variable metric updates derived by variational means
    • Goldfarb, D. A family of variable metric updates derived by variational means. Math. Comp., 24(109): 23-26, 1970.
    • (1970) Math. Comp. , vol.24 , Issue.109 , pp. 23-26
    • Goldfarb, D.1
  • 13
    • 84966262179 scopus 로고
    • Updating quasi-Newton matrices with limited storage
    • Nocedal, J. Updating quasi-Newton matrices with limited storage. Math. Comp., 35(151):773-782, 1980.
    • (1980) Math. Comp. , vol.35 , Issue.151 , pp. 773-782
    • Nocedal, J.1
  • 15
    • 0002340344 scopus 로고
    • A new algorithm for unconstrained optimization
    • In Mangasarian, O. L. and Ritter, K. (eds.), AP
    • Powell, M.J.D. A new algorithm for unconstrained optimization. In Mangasarian, O. L. and Ritter, K. (eds.), Nonlinear Programming. AP, 1970.
    • (1970) Nonlinear Programming
    • Powell, M.J.D.1
  • 16
    • 84968497764 scopus 로고
    • Conditioning of quasi-Newton methods for function minimization
    • Shanno, D.F. Conditioning of quasi-Newton methods for function minimization. Math. Comp., 24(111): 647-656, 1970.
    • (1970) Math. Comp. , vol.24 , Issue.111 , pp. 647-656
    • Shanno, D.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.