Dennis, J. E. jun.; Wolkowicz, Henry Sizing and least-change secant methods. (English) Zbl 0802.65081 SIAM J. Numer. Anal. 30, No. 5, 1291-1314 (1993). This paper studies a new secant update for nonlinear minimization. This update is based on a least-change principle involving the matrix trace: Consequently, all eigenvalues are taken into account in the determination of the update. In addition to motivation and analysis, computational results/comparisons are provided. Reviewer: T.F.Coleman (Ithaca) Cited in 5 ReviewsCited in 55 Documents MSC: 65K05 Numerical mathematical programming methods 90C30 Nonlinear programming Keywords:least-change secant methods; quasi-Newton method; unconstrained minimization; numerical examples; comparisons; secant update PDFBibTeX XMLCite \textit{J. E. Dennis jun.} and \textit{H. Wolkowicz}, SIAM J. Numer. Anal. 30, No. 5, 1291--1314 (1993; Zbl 0802.65081) Full Text: DOI Link