A class of sparse symmetric Quasi-Newton updates

A class of sparse symmetric Quasi-Newton updates

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Article ID: iaor19941067
Country: Italy
Volume: 22
Issue: 63
Start Page Number: 63
End Page Number: 70
Publication Date: Sep 1993
Journal: Ricerca Operativa
Authors:
Keywords: optimization
Abstract:

A class of sparse symmetric matrices satisfying the Quasi-Newton equation is derived. The class contains a free parameter and there is no need of explicitly solving a sparse linear system as was the case for previous updates considered in the literature.

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