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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.

MSC:
65K05 Numerical mathematical programming methods
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