Quasi-Newton updates with weighted secant equations.

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Title: Quasi-Newton updates with weighted secant equations.
Authors: Gratton, S.1 (AUTHOR), Malmedy, V.2 (AUTHOR), Toint, Ph.L.3 (AUTHOR) philippe.toint@fundp.ac.be
Source: Optimization Methods & Software. Aug2015, Vol. 30 Issue 4, p748-755. 8p.
Subjects: Quasi-Newton methods, Secant function, Mathematical formulas, Sylvester matrix equations, Matrices (Mathematics)
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. [ABSTRACT FROM AUTHOR]
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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. [ABSTRACT FROM AUTHOR]
ISSN:10556788
DOI:10.1080/10556788.2014.971025