Improved Hessian approximations with modified secant equations for symmetric rank-one method

Improved Hessian approximations with modified secant equations for symmetric rank-one method

Symmetric rank-one (SR1) is one of the competitive formulas among the quasi-Newton (QN) methods. In this paper, we propose some modified SR1 updates based on the modified secant equations, which use both gradient and function information. Furthermore, to avoid the loss of positive definiteness and z...

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Bibliographic Details
Main Authors: Modarres, Farzin, Abu Hassan, Malik, Leong, Wah June
Format: Article
Language:English
Published: Elsevier 2011
Online Access:http://psasir.upm.edu.my/id/eprint/24640/
http://psasir.upm.edu.my/id/eprint/24640/1/Improved%20Hessian%20approximations%20with%20modified%20secant%20equations%20for%20symmetric%20rank.pdf

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