Unfortunately, optimization techniques that do not use some kind of Hessian approximation usually require many more iterations than techniques that do use a Hessian matrix, and as a result the total ...

The NLPQN subroutine uses (dual) quasi-Newton optimization techniques, and it is one of the two subroutines available that can solve problems with nonlinear constraints. These techniques work well for ...

Conjugate Gradient Method: An iterative algorithm for solving unconstrained optimisation problems by generating search directions that are conjugate relative to the Hessian, thereby enhancing ...