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A new structured quasi-Newton algorithm using partial information on Hessian. (English) Zbl 1190.65094
An unconstrained minimization problem on \(\mathbb{R}^n\) is solved by making use of a new modification of the structured quasi-Newton method with a vector parameter. The method uses both available gradient and function value information on Hessian of the objective function. Local and superlinear convergence of the proposed method is proved.

65K05 Numerical mathematical programming methods
Full Text: DOI
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