Diagonal quasi-Newton updating formula via variational principle under the log-determinant measure

Diagonal quasi-Newton updating formula via variational principle under the log-determinant measure

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: 2015
Online Access:http://psasir.upm.edu.my/id/eprint/75682/
http://psasir.upm.edu.my/id/eprint/75682/1/Diagonal%20quasi-Newton%20updating%20formula%20via%20variational%20principle%20under%20the%20log-determinant%20measure.pdf

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