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A new approach to symmetric rank-one updating. (English) Zbl 0940.65071

The authors develop a stabilized version of the symmetric rank-one updating method for solving unconstrained optimization problems. Numerical experiments show that the method compares favourably in the class of unconstrained optimization methods which use only function and gradient information.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type
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