Positive-definite memoryless symmetric rank one method for large-scale unconstrained optimization
Memoryless quasi-Newton method is exactly the quasi-Newton method for which the approximation to the inverse of Hessian, at each step, is updated from a positive multiple of identity matrix. Hence, its search direction can be computed without the storage of matrices, namely O(n2) storages. in this p...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Yokohama Publishers
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/25071/ http://psasir.upm.edu.my/id/eprint/25071/1/Positive.pdf |