Monday, 15:45 - 16:10 h, Room: H 0112

 

Tove Odland
On the relationship between quasi-Newton methods and the conjugate

Coauthor: Anders Forsgren

 

Abstract:
It is well known that a Quasi-Newton method using any well-defined
update from the Broyden class of updates and the conjugate gradient
method produce the same iterates on a quadratic objective function with
positive-definite Hessian. In this case both methods produce conjugate
directions with respect to the Hessian. This equivalence does not hold
for any quasi-Newton method. We discuss more precisely what the updates
in a Quasi-Newton method need satisfy to gives rise to this behavior.

 

Talk 2 of the contributed session Mon.3.H 0112
"Unconstrained optimization I" [...]
Cluster 16
"Nonlinear programming" [...]

 

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