Least Change Secant Updates for Quasi-Newton Methods
نویسندگان
چکیده
منابع مشابه
Quasi-Newton updates with weighted secant equations
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.
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ژورنال
عنوان ژورنال: SIAM Review
سال: 1979
ISSN: 0036-1445,1095-7200
DOI: 10.1137/1021091