Quasi-Newton updates with weighted secant equations

Serge Gratton; Vincent Malmedy; Philippe Toint

doi:10.1080/10556788.2014.971025

Journal articles

Quasi-Newton updates with weighted secant equations

Serge Gratton ^{1, 2} Vincent Malmedy ³ Philippe Toint ⁴

1 IRIT-APO - Algorithmes Parallèles et Optimisation

IRIT - Institut de recherche en informatique de Toulouse

2 Toulouse INP - Institut National Polytechnique (Toulouse)

3 LMS Samtech - Siemens (UNITED KINGDOM)

4 NaXys - Namur Center for Complex Systems [Namur]

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

Document type :

Journal articles

Domain :

Computer Science [cs] / Computer Arithmetic

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Submitted on : Wednesday, June 5, 2019 - 10:52:43 AM
Last modification on : Wednesday, June 15, 2022 - 4:17:17 AM

Quasi-Newton updates with weighted secant equations

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Quasi-Newton updates with weighted secant equations

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