Miguel Anjos - A modified Broyden update with interpolation

My first paper!

M.F. Anjos
SIAM Journal on Scientific Computing, vol. 14(6), 1993, pp. 1359-1367

DOI: 10.1137/091408

Cite

APA Click to copy
Anjos, M. F. (1993). A modified Broyden update with interpolation. SIAM Journal on Scientific Computing, 14(6), 1359–1367. https://doi.org/10.1137/091408

Chicago/Turabian Click to copy
Anjos, M.F. “A Modified Broyden Update with Interpolation.” SIAM Journal on Scientific Computing 14, no. 6 (1993): 1359–1367.

MLA Click to copy
Anjos, M. F. “A Modified Broyden Update with Interpolation.” SIAM Journal on Scientific Computing, vol. 14, no. 6, 1993, pp. 1359–67, doi:10.1137/091408.

BibTeX Click to copy

@article{m1993a,
  title = {A modified Broyden update with interpolation},
  year = {1993},
  issue = {6},
  journal = {SIAM Journal on Scientific Computing},
  pages = {1359-1367},
  volume = {14},
  doi = {10.1137/091408},
  author = {Anjos, M.F.}
}

Abstract

A new class of Hessian updates is introduced for quasi-Newton methods obtained by modifying the Broyden class of updates so that it interpolates function values. In general, the members of this new class do not satisfy the quasi-Newton equation. Through the use of a weak inverse updating strategy, a specific choice of update within this class is then introduced. Numerical results are given to illustrate the behaviour of this new update and to compare it with other updating sequences.