Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization

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Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization

In this paper, we propose a hybrid ODE-based quasi-Newton (QN) method for unconstrained optimization problems, which combines the idea of low-order implicit Runge–Kutta (RK) techniques for gradient systems with the QN type updates of the Jacobian matrix such as the symmetric rank-one (SR1) update. T...

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Bibliographic Details
Main Authors:	Khiyabani, Farzin Modarres, Leong, Wah June
Format:	Article
Published:	Elsevier Inc. 2014
Online Access:	http://psasir.upm.edu.my/id/eprint/35140/

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