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On the Huang Class of Variable Metric Methods
Authors:DG Hull
Institution:(1) Department of Aerospace Engineering and Engineering Mechanics, University of Texas, Austin, Texas
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.
Keywords:unconstrained minimization  variable metric methods
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