Title :
Quasi-Newton algorithms: Approaches and motivations
Author_Institution :
Stanford University
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 :
Approximation algorithms; Convergence; Minimization methods;
Conference_Titel :
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1973.269202