Gratton, Serge
and Malmedy, Vincent and Toint, Philippe
Quasi-Newton updates with weighted secant equations.
(2015)
Optimization Methods and Software, 30 (4). 748-755. ISSN 1055-6788
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(Document in English)
PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader 187kB |
Official URL: https://doi.org/10.1080/10556788.2014.971025
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.
| Item Type: | Article |
|---|---|
| Additional Information: | https://www.tandfonline.com/doi/abs/10.1080/10556788.2014.971025 https://dl.acm.org/citation.cfm?id=2811996 |
| HAL Id: | hal-02147968 |
| Audience (journal): | International peer-reviewed journal |
| Uncontrolled Keywords: | |
| Institution: | French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE) Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE) Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE) Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE) Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE) Other partners > LMS Samtech - Siemens (UNITED KINGDOM) Other partners > Université de Namur - UNamur (BELGIQUE) |
| Laboratory name: | |
| Statistics: | download |
| Deposited On: | 10 May 2019 07:42 |
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