Convergence of quasi-Newton matrices generated by the symmetric rank one update

Overview of attention for article published in Mathematical Programming, March 1991

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Symmetric rank-one

Cited by user Kiefer.Wolfowitz on 06 May 2011

The Symmetric Rank 1 (SR1) method is a quasi-Newton method to update the second derivative (Hessian) based on the derivatives (gradients) calculated at two points.