Quasi-Newton updates with weighted secant equations

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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

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Keywords

  • nonlinear optimization
  • quasi-Newton formulae
  • secant equations

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