Abstract
The paper examines methods for increasing the dimension of a quasi-Newton approximation to a Hessian matrix when the dimension of the problem is increased. A new method is proposed, and numerical results given to demonstrate the superiority of the new method to existing methods.
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The work of the first author was partially supported by the Air Force Office of Scientific Research under Grant No. AFOSR-86-0170.
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Shanno, D.F., Phua, K.H. Adding variables to quasi-Newton Hessian approximations. J Optim Theory Appl 54, 575–582 (1987). https://doi.org/10.1007/BF00940203
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DOI: https://doi.org/10.1007/BF00940203