Scaling strategies for symmetric rank-one method in solving unconstrained optimization problems
Symmetric rank-one update (SR1) is known to have good numerical performance among the quasi-Newton methods for solving unconstrained optimization problems as evident from the recent study of Farzin et al. (2011), However, it is well known that the SR1 update may not preserve positive definiteness...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/5079/1/FH02-FIK-14-00733.jpg http://eprints.unisza.edu.my/5079/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
