Improved Hessian approximation with modified quasi-Cauchy relation for a gradient-type method

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Improved Hessian approximation with modified quasi-Cauchy relation for a gradient-type method

In this work we develop a new gradient-type method with improved Hessian approximation for unconstrained optimization problems. The new method resembles the Barzilai-Borwein (BB) method, except that the Hessian matrix is approximated by a diagonal matrix rather than the multiple of the identity mat...

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Bibliographic Details
Main Authors:	Leong, Wah June, Farid, Mahboubeh, Abu Hassan, Malik
Format:	Article
Language:	English
Published:	ICI Publishing House 2010
Online Access:	http://psasir.upm.edu.my/id/eprint/17711/ http://psasir.upm.edu.my/id/eprint/17711/1/Improved_Hessian_Approximation_with_Modified_Quasi-_Cauchy_Relation_for_a_Gradient-type_Method.pdf

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