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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書誌詳細
主要な著者: Sim, Hong Seng, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
フォーマット: Conference or Workshop Item
言語:English
出版事項: AIP Publishing 2015
オンライン・アクセス:http://psasir.upm.edu.my/id/eprint/57371/1/Diagonal%20quasi-Newton%20updating%20formula%20using%20log-determinant%20norm.pdf
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