Diagonal quasi-Newton updating formula using log-determinant norm

Diagonal quasi-Newton updating formula using log-determinant norm

Quasi-Newton method has been widely used in solving unconstrained optimization problems. The popularity of this method is due to the fact that only the gradient of the objective function is required at each iterate. Since second derivatives (Hessian) are not required, quasi-Newton method is sometime...

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Bibliographic Details
Main Authors: Sim, Hong Seng, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
Format: Conference or Workshop Item
Language:English
Published: AIP Publishing 2015
Online Access:http://psasir.upm.edu.my/id/eprint/57371/
http://psasir.upm.edu.my/id/eprint/57371/1/Diagonal%20quasi-Newton%20updating%20formula%20using%20log-determinant%20norm.pdf

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