Convergence of quasi-Newton matrices generated by the symmetric rank one update.

Andrew R. Conn Nicholas I. M. Gould Philippe L. Toint

Published in: Math. Program. (1991)

Keyphrases

quasi newton
optimization methods
step size
superlinear convergence
positive semidefinite matrices
optimization method
newton method
mean shift
neural network training
optimization procedure
multi objective
cost function
optimization problems
convergence speed
global convergence