Updating Quasi-Newton Matrices With Limited Storage

Keywords

Mathematics, Matrix (chemical analysis), Broyden–Fletcher–Goldfarb–Shanno algorithm, Minification, Algorithm

References

• Relationship between the BFGS and conjugate gradient algorithmsLarry Nazareth — 1977
• A Study of Conjugate Gradient Methods.Nazareth,L, Jorge Nocedal — 1978
• The solution of nonlinear finite element equationsHermann G. Matthies, Gilbert Strang — 1979
• On sparse and symmetric matrix updating subject to a linear equationPhilippe L. Toint — 1977
• On the convergence rate of imperfect minimization algorithms in Broyden'sβ-classJosef Stoer — 1975
• On variable-metric methods for sparse HessiansDavid F. Shanno — 1980
• Quasi-Newton Methods, Motivation and TheoryJ. E. Dennis, Jorge J. Morè — 1974
• A combined conjugate-gradient quasi-Newton minimization algorithmA. Buckley — 1978
• A New Approach to Variable Metric AlgorithmsR. Fletcher — 1970
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General ConsiderationsC. G. Broyden — 1970
• The convergence of a class of double-rank minimization algorithmsC. G. Broyden — 1970
• On Sparse and Symmetric Matrix Updating Subject to a Linear EquationPhilippe L. Toint — 1977

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