Variable Metric Method for Minimization
نویسنده
چکیده
منابع مشابه
On Variable - Metric Methods for Sparse Hessians
The relationship between variable-metric methods derived by norm minimization and those derived by symmetrization of rank-one updates for sparse systems is studied, and an analogue of Dennis's nonsparse symmetrization formula derived. A new method of using norm minimization to produce a sparse analogue of any nonsparse variable-metric method is proposed. The sparse BFGS generated by this method...
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 1 شماره
صفحات -
تاریخ انتشار 1991