Chapter 11

Quasi-Newton Methods

Edwin K. P. Chong

Edwin K. P. Chong

Colorado State University

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Stanislaw H. Żak

Stanislaw H. Żak

Purdue University

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First published: 02 February 2008

Summary

This chapter contains sections titled:

  • Introduction

  • Approximating the Inverse Hessian

  • The Rank One Correction Formula

  • The DFP Algorithm

  • The BFGS Algorithm

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