Abstract
Several authors have created one-parameter families of variable metric methods for function minimization. These families contain the methods known as Davidon–Fletcher–Powell, Broyden–Fletcher–Goldfarb–Shanno, and symmetric rank one. It is shown here that the same one-parameter families of methods are obtained from the Huang update by requiring the update to be symmetric.
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References
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Hull, D. On the Huang Class of Variable Metric Methods. Journal of Optimization Theory and Applications 113, 1–4 (2002). https://doi.org/10.1023/A:1014857111737
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DOI: https://doi.org/10.1023/A:1014857111737