Updating quasi newton matrices with limited storage

Mathematics of Computation

Volumn 35, Issue 151, 1980, Pages 951-958

  Nocedal, Jorge ^a  

^a Universidad Nacional Autnoma de Mexico Mexico ^*  (Mexico)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84966262179     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-1980-0572855-7     Document Type: Article

References (15)

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4. J. E. DENNIS, J. J. MORE, Quasi Newton methods, motivation and theory, SIAM Rev., v. 19, 1977, 46-89.
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7. L. NAZARETH, A Relationship Between the BFGS and Conjugate Gradient Algorithms, ANL AMD Tech. Memo 282 (rev.), Argonne National Lab., Argonne, 111., 1977.
8. L. NAZARETH, J. NOCEDAL, A Study of Conjugate Gradient Methods, Tech. Rep. SOL 78, 1979.
9. L. NAZARETH, J. NOCEDAL, Convergence analysis of optimization methods that use variable storage, Manuscript 1978
10. A. PERRY, A Modified Conjugate Gradient Algorithm, Discussion Center for Mathematical Studies in Economics and Management Science, Northwestern University, Evanston, 111. 1976.
11. D. SHANNO, Conjugate Gradient Methods With Inexact Line Searches, MIS Tech. Report 22, University of Arizona, Tucson, Ariz., 1977.
12. D. SHANNO, On Variable-Metric Methods for Sparse Hessians, MIS Tech. 27, University of Arizona, Tucson, Ariz., 1978.
13. D. SHANNO, K. PHUA, A Variable Method Subroutine for Unconstrained Nonlinear
14. J. STOER, On the convergence rate of imperfect minimization algorithms in Broydens 3 class, Math. Programming, v. 9, 1975, 313-335.
15. P. TOINT, On sparse and symmetric updating subject to a linear equation, Math. Comp., v. 31, 1977, 954-961.