an:04037065
Zbl 0636.65061
Yin, Zhang; Tewarson, R. P.
Least-change updates to Cholesky factors subject to the nonlinear quasi- Newton condition
EN
IMA J. Numer. Anal. 7, 509-521 (1987).
00152712
1987
j
65K05 90C30
least-change updates; Cholesky factors; Hessian matrices; quasi-Newton methods; unconstrained optimization; Frobenius norm
The authors investigate the derivation of least-change updates [cf. \textit{J. E. Dennis jun.} and \textit{R. B. Schnabel}, SIAM Rev. 21, 443-459 (1979; Zbl 0424.65020)] to the Cholesky factors of approximate Hessian matrices in quasi-Newton methods for unconstrained optimization. By considering a variational problem in the weighted Frobenius norm, they obtain explicit formulae for the least-change updates.
J.Parida
Zbl 0424.65020