Non-quasi-Newton updates for unconstrained optimization. (English) Zbl 0823.65062

The unconstrained optimization problem \(\min_{x\in \mathbb{R}^ n} f(x)\) is considered. The authors derive non-quasi-Newton update formulae by considering different techniques of approximating the objective function. The advantages of these updates are analysed and global convergence properties are proved under mild conditions. Numerical results are presented.


65K05 Numerical mathematical programming methods
90C30 Nonlinear programming