FAMILY OF OPTIMALLY CONDITIONED QUASI-NEWTON UPDATES FOR UNCONSTRAINED OPTIMIZATION

Authors
HU YF STOREY C
Citation
Yf. Hu et C. Storey, FAMILY OF OPTIMALLY CONDITIONED QUASI-NEWTON UPDATES FOR UNCONSTRAINED OPTIMIZATION, Journal of optimization theory and applications, 83(2), 1994, pp. 421-431
Citations number
17
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
83
Issue
2
Year of publication
1994
Pages
421 - 431
Database
ISI
SICI code
0022-3239(1994)83:2<421:FOOCQU>2.0.ZU;2-9
Abstract
In this note, a general optimal conditioning problem for updates which satisfy the quasi-Newton equation is solved. The new solution is a fa mily of updates which contains other known optimally conditioned updat es but also includes new formulas of increased rank. A new factorizati on formula for the Broyden family and some preliminary numerical resul ts are also given.