Quasi-Newton updates with weighted secant equations

Serge Gratton; V. Malmedy; Philippe Toint

doi:10.1080/10556788.2014.971025

Quasi-Newton updates with weighted secant equations

Serge Gratton, V. Malmedy, Philippe Toint

Namur Institute for Complex Systems

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

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Résumé

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.

langue originale	Anglais
Pages (de - à)	748-755
Nombre de pages	8
journal	Optimization Methods and Software
Volume	30
Numéro de publication	4
Les DOIs	https://doi.org/10.1080/10556788.2014.971025
Etat de la publication	Publié - 4 juil. 2015

Accès au document

10.1080/10556788.2014.971025

NTR-09-2013manuscrit soumis, 205 KB

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1 Actif

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
SARTENAER, A. & TOINT, P.
1/01/87 → …
Projet: Axe de recherche

1 Participation à un Colloque, une journée d'étude

4th IMA Conference On Linear Algebra And Optimization
Philippe Toint (Participant)
3 sept. 2014 → 5 sept. 2014
Activité: Types de Participation ou d'organisation d'un événement › Participation à un Colloque, une journée d'étude

Hessian approximation in multilevel nonlinear optimization
Author: Malmedy, V., 10 sept. 2010
Superviseur: Toint, P. (Promoteur), Sartenaer, A. (Jury), Gratton, S. (Personne externe) (Jury), Fuzfa, A. (Jury), DIEHL, M. (Personne externe) (Jury) & Lemaitre, A. (Président)
Thèse de l'étudiant: Doc types › Docteur en Sciences

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Contient cette citation

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Quasi-Newton updates with weighted secant equations

Résumé

Accès au document

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

4th IMA Conference On Linear Algebra And Optimization

Hessian approximation in multilevel nonlinear optimization

Contient cette citation