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@inproceedings{Oren2007SelfScalingVM, title={Self-Scaling Variable Metric Algorithms Without Line Search for Unconstrained Minimization}, author={Shmuel S. Oren}, year={2007} }

- Published 2007

This paper introduces a new class of quasi-Newton algorithms for unconstrained minimization in which no line search is necessary and the inverse Hessian approximations are positive definite. These algorithms are based on a two-parameter family of rank two, updating formulae used earlier with line search in self-scaling variable metric algorithms. It is proved that, in a quadratic case, the new algorithms converge at least weak superlinearly. A special case of the above algorithms wasâ€¦Â CONTINUE READING

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