Quasi-Newton updates with weighted secant equations
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 30 شماره
صفحات -
تاریخ انتشار 2015