Diagonal hessian approximation for limited memory quasi-newton via variational principle

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Diagonal hessian approximation for limited memory quasi-newton via variational principle

This paper proposes some diagonal matrices that approximate the (inverse) Hessian by parts using the variational principle that is analogous to the one employed in constructing quasi-Newton updates. The way we derive our approximations is inspired by the least change secant updating approach, in whi...

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Bibliographic Details
Main Authors:	Marjugi, Siti Mahani, Leong, Wah June
Format:	Article
Language:	English English
Published:	Hindawi Publishing Corporation 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/30333/ http://psasir.upm.edu.my/id/eprint/30333/1/Diagonal%20hessian%20approximation%20for%20limited%20memory%20quasi.pdf

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