Newton-MSOR method for solving large-scale unconstrained optimization problems with an arrowhead Hessian matrices

• Main Authors: Khadizah Ghazali, Jumat Sulaiman, Yosza Dasril, Darmesah Gabda
• Format: Article
• Language: English; English
• Published: e-VIBS, Faculty of Science and Natural Resources 2019
• Subjects: Q1-390 Science (General); QA273-280 Probabilities. Mathematical statistics
• Online Access: https://eprints.ums.edu.my/id/eprint/41007/1/ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/41007/2/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/41007/

Due to a large-scale problem, solving unconstrained optimization using classical Newton’s method is typically expensive to store its Hessian matrix and solve its Newton direction. Therefore, in this paper, we proposed a NewtonMSOR method for solving large scale unconstrained optimization problems wh...