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Keywords:
quasi-Newton methods; unconstrained optimization; conjugate directions; update formulas
quasi-Newton methods; unconstrained optimization; conjugate directions; update formulas
Summary:
A survey note whose aim is to establish the heuristics and natural relations in a class of Quasi-Newton methods in optimization problems. It is shown that a particular algorithm of the class is specified by characcterizing some parameters (scalars and matrices) in a general solution of a matrix equation.
References:
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