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Nazareth, J.L. (1984). An alternative variational principle for variable metric updating. Mathematical Programming 30 (1) 99-104. 10.1007/BF02591801.
Full text not available from this repository.Abstract
We describe a variational principle based upon minimizing the extent to which the inverse hessian approximation, sayH, violates the quasi-Newton relation, on the step immediately prior to the step used to constructH. Its application to the case when line searches are exact suggests use of the BFGS update.
| Item Type: | Article |
|---|---|
| Research Programs: | System and Decision Sciences - Core (SDS) |
| Depositing User: | Romeo Molina |
| Date Deposited: | 05 Apr 2016 08:31 |
| Last Modified: | 27 Aug 2021 17:26 |
| URI: | https://pure.iiasa.ac.at/12102 |
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