Structured symmetric rank-one method for unconstrained optimization

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Structured symmetric rank-one method for unconstrained optimization

In this paper, we investigate a symmetric rank-one (SR1) quasi-Newton (QN) formula in which the Hessian of the objective function has some special structure. Instead of approximating the whole Hessian via the SR1 formula, we consider an approach which only approximates part of the Hessian matrix tha...

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Bibliographic Details
Main Authors:	Modarres, Farzin, Abu Hassan, Malik, Leong, Wah June
Format:	Article
Language:	English
Published:	Taylor & Francis 2011
Online Access:	http://psasir.upm.edu.my/id/eprint/25072/ http://psasir.upm.edu.my/id/eprint/25072/1/Structured%20symmetric%20rank.pdf

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