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dc.contributor.authorSchnabel, Robert B.en_US
dc.description.abstractThe Davidson-Fletcher-Powell and Broyden-Fletcher-Goldfarb-Shanno updates have been the two most successful quasi-Newton updates for a variety of applications. One reason offered in explanation is that they constitute, in an appropriate norm and metric, the minimum norm change to the matrix, or its inverse, being approximated which preserves symmetry and obeys the quasi-Newton equation. Recent methods have reason to consider updates restricted to certain subspaces. In this paper we derive the general minimum norm symmetric quasi-Newton updates restricted to such subspaces. In the same appropriate norm and metric, the minimum norm change update to the matrix or its inverse is shown to be, respectively, the rank-two update which is a particular projection of the DFP or BFGS onto this subspace.en_US
dc.format.extent736484 bytes
dc.format.extent346863 bytes
dc.publisherCornell Universityen_US
dc.subjectcomputer scienceen_US
dc.subjecttechnical reporten_US
dc.titleMinimum Norm Symmetric Quasi-Newton Updates Restricted to Subspacesen_US
dc.typetechnical reporten_US

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