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Quasi-Newton gradient method with analytical determination of the direction and length of step. (English) Zbl 0662.65053
The author presents a quasi-Newton method for determining the minimum of a function f: \(R^ n\to R\) continuously differentiable. One gives an algorithm for generating an approximating sequence of the Hessian matrix. Each element of this approximating sequence has the property that the product with the gradient determines not only the step-direction but also the step-length.
Reviewer: D.I.Duca
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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