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Sizing and least-change secant methods. (English) Zbl 0802.65081
This paper studies a new secant update for nonlinear minimization. This update is based on a least-change principle involving the matrix trace: Consequently, all eigenvalues are taken into account in the determination of the update. In addition to motivation and analysis, computational results/comparisons are provided.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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