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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 16, 1985 - Issue 5
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Original Articles

Computational experience with bank-one positive definite quasi-newton algorithms

Pages 673-681 | Received 01 Mar 1983, Published online: 27 Jun 2007

References

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  • Oren , S.S. and Spedicato , E. 1976 . Optimal conditioning of self-scaling variable metric algorithms . Mathem. Progr , 10 : 70 – 90 .
  • Spedicato , E. 1975 . Computational experience with Quasi-Newton algorithms for minimization problems of moderately large size Report CISE-N-175
  • Shanno , D. and Phua , K. 1977 . Numerical comparison of several variable metric methods , Tucson : University of Arizona . Report MIS 22
  • Oren , S.S. 1982 . Perspectives on self-scaling variable metric algorithms . JOTA , 37 : 127 – 147 .
  • Spedicato , E. 1983 . A class of rank-one positive definite Quasi-Newton updates for unconstrained minimization . Optimization , 14 : 61 – 70 .
  • Kleinmichel , H. 1981 . Quasi-Newton Verfahren vom Rang-Eins Typ zur Lösung un-restringierter Minimierungsprobleme. Teil 1. Verfahren und grundlegende Eigen-schaften . Num. Math , 38 : 219 – 228 .
  • More , J J. , B. Gabbow , B. and Hilstrom , K.H. 1978 . Testing unconstrained optimization software , Argonne National Laboratory . Report ANL-AMD 324
  • Bertocchi , M. , Regondi , G. and Spedicato , E. 1981 . “ A code for the minimization of nonlinear unconstrained functions whose gradient is available ” . In Monografia SOFTMAT 3, IAC
  • Kleinmichel , H. 1981 . Quasi-Newton Verfahren vom Rang-Eins-Typ zur Lösung un-restringierter Minimierungsprobleme II: n-Schritt-quadratische Konvergenz für Re-start-Varianten . Numerische Mathematik , 38 : 229 – 244 .

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