Quasi-Newton algorithms: Approaches and motivations
- 1 December 1973
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 422-427
- https://doi.org/10.1109/cdc.1973.269202
Abstract
This paper surveys some of the unifying approaches used to derive formulae for updating the inverse Hessian approximations in quasi-Newton algorithms and presents a new approach of this kind based on geometric considerations. The paper discusses the intuitive motivations for these approaches and their potential in providing explanations for observed behavior of such algorithms.Keywords
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