Optimal secant-updates of rank 1
نویسندگان
چکیده
منابع مشابه
Rank Modifications of Semi-definite Matrices with Applications to Secant Updates
The BFGS and DFP updates are perhaps the most successful Hessian and inverse Hessian approximations respectively for unconstrained minimization problems. This paper describes these methods in terms of two successive steps: rank reduction and rank restoration. From rank subtractivity and a powerful spectral result, the first step must necessarily result in a positive semidefinite matrix; and the...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2013
ISSN: 0377-0427
DOI: 10.1016/j.cam.2013.04.001