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Applied Mathematical Methods by Bhaskar Dasgupta

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Chapter 23

1 dT1 Ab2 is the result of replacing the (invisible) identity matrix in dT1 Ib2 by A. The terms A-orthogonal and A-conjugate vectors are also used in literature.

2 with positive definite Hessian, as usual

3 It is possible to associate certain distance functions or metrics with the search directions different optimization methods pick up. For quasi-Newton methods, the underlying positive definite weight matrix and hence the corresponding metric definition change from iteration to iteration. Therefore, they are also called variable metric methods.

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