Quasi-Newton updates with weighted secant equations

  • Serge Gratton
  • Vincent Malmedy
  • Philippe L. Toint
    • Categories Nonlinear Systems and Least-Squares, Unconstrained Optimization Tags , , Short URL: https://optimization-online.org/?p=12617

    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.

    Citation

    Report naXys-09-2013, Namur Centre for Complex Systems, Unibersity of Namur, Namur (Belgium)

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