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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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书目详细资料
Main Authors:	Sim, Hong Seng, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
格式:	Conference or Workshop Item
语言:	English
出版:	AIP Publishing 2015
在线阅读:	http://psasir.upm.edu.my/id/eprint/57371/1/Diagonal%20quasi-Newton%20updating%20formula%20using%20log-determinant%20norm.pdf
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