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An assessment of two approaches to variable metric methods

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Abstract

Two recent suggestions in the field of variable metric methods for function minimization are reviewed: the self-scaling method, first introduced by Oren and Luenberger, and the method of Biggs. The two proposals are considered both from a theoretical and computational aspect. They are compared with methods which use correction formulae from the Broyden one-parameter family, in particular the BFGS formula and the Fletcher switching strategy.

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Authors and Affiliations

  1. University of Leicester, Leicester, England

    Kenneth W. Brodlie

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  1. Kenneth W. Brodlie
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Brodlie, K.W. An assessment of two approaches to variable metric methods. Mathematical Programming 12, 344–355 (1977). https://doi.org/10.1007/BF01593802

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  • DOI: https://doi.org/10.1007/BF01593802

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