A new diagonal gradient-type method for large scale unconstrained optimization

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A new diagonal gradient-type method for large scale unconstrained optimization

The main focus of this paper is to derive new diagonal updating scheme via the direct weak secant equation. This new scheme allows us to improve the accuracy of the Hessian's approximation and is also capable to utilize information gathered about the function in previous iterations. It follows...

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Bibliographic Details
Main Authors:	Farid, Mahboubeh, Leong, Wah June, Zheng, Lihong
Format:	Article
Language:	English
Published:	Politechnica University of Bucharest 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/30325/ http://psasir.upm.edu.my/id/eprint/30325/1/A%20new%20diagonal%20gradient.pdf

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