Miguel Anjos

Professor and Chair of Operational Research



Contact

Miguel Anjos

Professor and Chair of Operational Research




Miguel Anjos

Professor and Chair of Operational Research



A modified Broyden update with interpolation


My first paper!


M.F. Anjos
SIAM Journal on Scientific Computing, vol. 14(6), 1993, pp. 1359-1367


Semantic Scholar DBLP DOI
Cite

Cite

APA   Click to copy
Anjos, M. F. (1993). A modified Broyden update with interpolation. SIAM Journal on Scientific Computing, 14(6), 1359–1367.


Chicago/Turabian   Click to copy
Anjos, M.F. “A Modified Broyden Update with Interpolation.” SIAM Journal on Scientific Computing 14, no. 6 (1993): 1359–1367.


MLA   Click to copy
Anjos, M. F. “A Modified Broyden Update with Interpolation.” SIAM Journal on Scientific Computing, vol. 14, no. 6, 1993, pp. 1359–67.


BibTeX   Click to copy

@article{m1993a,
  title = {A modified Broyden update with interpolation},
  year = {1993},
  issue = {6},
  journal = {SIAM Journal on Scientific Computing},
  pages = {1359-1367},
  volume = {14},
  author = {Anjos, M.F.}
}

Abstract

A new class of Hessian updates is introduced for quasi-Newton methods obtained by modifying the Broyden class of updates so that it interpolates function values. In general, the members of this new class do not satisfy the quasi-Newton equation. Through the use of a weak inverse updating strategy, a specific choice of update within this class is then introduced. Numerical results are given to illustrate the behaviour of this new update and to compare it with other updating sequences.





Follow this website


You need to create an Owlstown account to follow this website.


Sign up

Already an Owlstown member?

Log in