Higher order curvature information and its application in a modified diagonal Secant method

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Higher order curvature information and its application in a modified diagonal Secant method

A secant equation (quasi-Newton) has one of the most important rule to find an optimal solution in nonlinear optimization. Curvature information must satisfy the usual secant equation to ensure positive definiteness of the Hessian approximation. In this work, we present a new diagonal updating to im...

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Bibliographic Details
Main Authors:	Enshaei, Sharareh, Farid, Mahboubeh, Wah, June Leong, Ardestani, S. Mohsen Hashemi
Format:	Article
Language:	English
Published:	Taylor & Francis 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/74506/ http://psasir.upm.edu.my/id/eprint/74506/1/Higher%20order.pdf

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