Optimal conditioning of self-scaling variable Metric algorithms

  title={Optimal conditioning of self-scaling variable Metric algorithms},
  author={Shmuel S. Oren and Emilio Spedicato},
  journal={Math. Program.},
Variable Metric Methods are "Newton-Raphson-like" algorithms for unconstrained minimization in which the inverse Hessian is replaced by an approximation, inferred from previous gradients and updated at each iteration, During the past decade various approaches have been used to derive general classes of such algorithms having the common properties of being Conjugate Directions methods and having "quadratic termination". Observed differences in actual performance of such methods motivated recent… CONTINUE READING
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