Minimum norm symmetric quasi-Newton updates restricted to subspaces
Minimum norm symmetric quasi-Newton updates restricted to subspaces
The Davidon-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 …