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Some notes on the quasi-Newton methods. (English) Zbl 0516.65040
MSC:
65K05 Numerical mathematical programming methods
90C20 Quadratic programming
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References:
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[9] D. Goldfarb: A Family of Variable-Metric Methods Derived by Variational Means. Mathematics of Computation, Vol. 24, pp. 23 - 26) · Zbl 0196.18002 · doi:10.2307/2004873
[10] H. Y. Huang: A Unified Approach to Quadratically Convergent Algorithms for Function Minimisation. Journal of Optimization Theory and Applications, Vol. 5, pp. 405 - 423) · Zbl 0184.20202 · doi:10.1007/BF00927440
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[12] M. J. D. Powell: An Efficient Method of Finding the Minimum of a Function of Several Variables without Calculating Derivatives. The Computer Journal, Vol. 7, pp. 155-162) · Zbl 0132.11702 · doi:10.1093/comjnl/7.2.155
[13] D. F. Shanno: Conditioning of Quasi-Newton Methods for Function Minimization. Mathematics of Computation, Vol. 24, pp. 647-657) · Zbl 0225.65073 · doi:10.2307/2004840
[14] H. Yanai: On Conjugate Direction Methods. Seminar Report Vol. 190, Institute for Mathematical Sciences, Kyoto Univ., (1973).
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