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Digitale Medien

Inertia-preserving secant updates (1989)

Beattie, C. A. ; Boisen, M. B. ; Johnson, L. W.

Springer

Journal of optimization theory and applications 62 (1989), S. 1-16

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Details

ISSN: 1573-2878

Schlagwort(e): Inertia-preserving updates ; secant updates ; Broyden updates ; optimally conditioned updates ; SR1 update

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract A class of rank-two, inertia-preserving updates for symmetric matricesH c is studied. To ensure that inertia is preserved, the updates are chosen to be of the formH +=FH c F t, whereF=I+qr t, withq andr selected so that the secant equation is satisfied. A characterization is given for all such updates. Using a parameterization of this family of updates, the connection between them and the Broyden class of updates is established. Also, parameter selection criteria that can be used to choose the optimally conditioned update or the update closest to the SR1 update are discussed.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF00939626

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