My first paper!
M.F. Anjos
SIAM Journal on Scientific Computing, vol. 14(6), 1993, pp. 1359-1367
SIAM Journal on Scientific Computing, vol. 14(6), 1993, pp. 1359-1367
DOI:
10.1137/091408
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APA
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Anjos, M. F. (1993). A modified Broyden update with interpolation. SIAM Journal on Scientific Computing, 14(6), 1359–1367. https://doi.org/10.1137/091408
Chicago/Turabian
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Anjos, M.F. “A Modified Broyden Update with Interpolation.” SIAM Journal on Scientific Computing 14, no. 6 (1993): 1359–1367.
MLA
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Anjos, M. F. “A Modified Broyden Update with Interpolation.” SIAM Journal on Scientific Computing, vol. 14, no. 6, 1993, pp. 1359–67, doi:10.1137/091408.
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},
doi = {10.1137/091408},
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.
