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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 5, Pages 817–831
(Mi zvmmf4872)
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This article is cited in 1 scientific paper (total in 1 paper)
Structure of quasi-Newton minimization methods
A. M. Vetoshkin Moscow State Forest University, Pervaya Institutskaya ul. 1, Mytischi-5, Moscow oblast, 141005 Russia
Abstract:
A scheme for the design of quasi-Newton methods for unconstrained optimization problems is examined. A criterion for the positive definiteness of the quasi-Newton modification of the Hessian matrix is given. Quasi-Newton methods are described that cannot be placed within the classical scheme specified by the family of Broyden methods.
Key words:
unconstrained optimization methods, new quasi-Newton methods, Broyden method.
Received: 19.06.2008 Revised: 29.06.2009
Citation:
A. M. Vetoshkin, “Structure of quasi-Newton minimization methods”, Zh. Vychisl. Mat. Mat. Fiz., 50:5 (2010), 817–831; Comput. Math. Math. Phys., 50:5 (2010), 778–791
Linking options:
https://www.mathnet.ru/eng/zvmmf4872 https://www.mathnet.ru/eng/zvmmf/v50/i5/p817
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