Quasi-Newton updates with weighted secant equations

Research output: Contribution to journalArticle

10 Downloads (Pure)

Abstract

We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.

Original languageEnglish
Pages (from-to)748-755
Number of pages8
JournalOptimization Methods and Software
Volume30
Issue number4
DOIs
Publication statusPublished - 4 Jul 2015

Fingerprint

Quasi-Newton
Chord or secant line
Update
Sylvester Equation

Keywords

  • nonlinear optimization
  • quasi-Newton formulae
  • secant equations

Cite this

@article{5dfd2d51fa174a0ab4abee9251a26c54,
title = "Quasi-Newton updates with weighted secant equations",
abstract = "We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.",
keywords = "nonlinear optimization, quasi-Newton formulae, secant equations",
author = "Serge Gratton and V. Malmedy and Philippe Toint",
year = "2015",
month = "7",
day = "4",
doi = "10.1080/10556788.2014.971025",
language = "English",
volume = "30",
pages = "748--755",
journal = "Optimization Methods and Software",
issn = "1055-6788",
publisher = "Taylor & Francis",
number = "4",

}

Quasi-Newton updates with weighted secant equations. / Gratton, Serge; Malmedy, V.; Toint, Philippe.

In: Optimization Methods and Software, Vol. 30, No. 4, 04.07.2015, p. 748-755.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Quasi-Newton updates with weighted secant equations

AU - Gratton, Serge

AU - Malmedy, V.

AU - Toint, Philippe

PY - 2015/7/4

Y1 - 2015/7/4

N2 - We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.

AB - We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.

KW - nonlinear optimization

KW - quasi-Newton formulae

KW - secant equations

UR - http://www.scopus.com/inward/record.url?scp=84938750216&partnerID=8YFLogxK

U2 - 10.1080/10556788.2014.971025

DO - 10.1080/10556788.2014.971025

M3 - Article

VL - 30

SP - 748

EP - 755

JO - Optimization Methods and Software

JF - Optimization Methods and Software

SN - 1055-6788

IS - 4

ER -