Implementation of Symmetric Rank-One Methods for Unconstrained Optimization

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Implementation of Symmetric Rank-One Methods for Unconstrained Optimization

The focus of this thesis is on analyzing the theoretical and computational aspects of some quasi-Newton (QN) methods for locating a minimum of a real valued function f over all vectors x 2 Rn. In many practical applications, the Hessian of the objective function may be too expensive to calculate or...

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Bibliographic Details
Main Author:	Khiyaban, Farzin Modarres
Format:	Thesis
Language:	English English
Published:	2010
Subjects:	Newton-Raphson method.
Online Access:	http://psasir.upm.edu.my/id/eprint/19590/ http://psasir.upm.edu.my/id/eprint/19590/1/FS_2010_41_F.pdf

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