Keywords
Hessian matrixBroyden–Fletcher–Goldfarb–Shanno algorithmMathematicsScalingMetric (unit)Condition numberInverseApplied mathematicsNonlinear systemConvergence (economics)Matrix (chemical analysis)Mathematical optimizationComputer scienceEigenvalues and eigenvectors
Affiliated Institutions
Related Publications
A family of variable-metric methods derived by variational means
A new rank-two variable-metric method is derived using Greenstadt’s variational approach [<italic>Math. Comp.</italic>, this issue]. Like the Davidon-Fletcher-Powell (DFP) varia...
A new approach to variable metric algorithms
An approach to variable metric algorithms has been investigated in which the linear search sub-problem no longer becomes necessary. The property of quadratic termination has bee...
Conjugate Gradient Methods with Inexact Searches
Conjugate gradient methods are iterative methods for finding the minimizer of a scalar function f(x) of a vector variable x which do not update an approximation to the inverse H...
A Relationship between the BFGS and Conjugate Gradient Algorithms and Its Implications for New Algorithms
Based upon analysis and numerical experience, the BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm is currently considered to be one of the most effective algorithms for findin...
Numerical Methods for Unconstrained Optimization and Nonlinear Equations
Preface 1. Introduction. Problems to be considered Characteristics of 'real-world' problems Finite-precision arithmetic and measurement of error Exercises 2. Nonlinear Problems ...
Publication Info
- Year
- 1978
- Type
- article
- Volume
- 14
- Issue
- 1
- Pages
- 149-160
- Citations
- 229
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
229
OpenAlex
Cite This
David F. Shanno,
Kang -Hoh Phua
(1978).
Matrix conditioning and nonlinear optimization.
Mathematical Programming
, 14
(1)
, 149-160.
https://doi.org/10.1007/bf01588962
Identifiers
- DOI
- 10.1007/bf01588962