A class of rank-one positive definite qnasi-newton updates for unconstrained minimization²

²Paper presented at the Simposio Nazionale di Anaiisi Numerica, Pavia, October 1981

Abstract

We introduce variationally a class of rank-one Quasi-Newton updates, which is a subset of the generalized Huang-Oren class. We show that this class contains two disjoint subclasses of positive definite updates. One optimally conditioned update in the sense of Oren and Spedicato is shown to exist in each of the two subclasses. Some criteria for selection of the remaining degrees of freedom and some numerical experiments are discussed.

²Paper presented at the Simposio Nazionale di Anaiisi Numerica, Pavia, October 1981

²Paper presented at the Simposio Nazionale di Anaiisi Numerica, Pavia, October 1981

Notes

²Paper presented at the Simposio Nazionale di Anaiisi Numerica, Pavia, October 1981