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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Autori principali: Sim, Hong Seng, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
Natura: Conference or Workshop Item
Lingua:English
Pubblicazione: AIP Publishing 2015
Accesso online:http://psasir.upm.edu.my/id/eprint/57371/1/Diagonal%20quasi-Newton%20updating%20formula%20using%20log-determinant%20norm.pdf
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