Convergence of symmetric rank-one method based on modified Quasi-Newton equation

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Convergence of symmetric rank-one method based on modified Quasi-Newton equation

In this paper we investigate on convergence rate of a modified symmetric rank-one (SR1) method for unconstrained optimization problems. In general, the modified SR1 method incorporates a modified secant equation into the standard SR1 method. Also a restart procedure is applied to avoid the loss of...

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Bibliographic Details
Main Authors:	Khiyabani, Farzin Modarres, Abu Hassan, Malik, Leong, Wah June
Format:	Article
Language:	English
Published:	Canadian Center of Science and Education 2010
Online Access:	http://psasir.upm.edu.my/id/eprint/13792/ http://psasir.upm.edu.my/id/eprint/13792/1/Convergence%20of%20symmetric%20rank.pdf

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