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On the Huang Class of Variable Metric Methods

D.G. Hull
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D.G. Hull: University of Texas

Journal of Optimization Theory and Applications, 2002, vol. 113, issue 1, No 1, 4 pages

Abstract: Abstract Several authors have created one-parameter families of variable metric methods for function minimization. These families contain the methods known as Davidon–Fletcher–Powell, Broyden–Fletcher–Goldfarb–Shanno, and symmetric rank one. It is shown here that the same one-parameter families of methods are obtained from the Huang update by requiring the update to be symmetric.

Keywords: unconstrained minimization; variable metric methods (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/A:1014857111737

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