Implementation of Symmetric Rank-One Methods for Unconstrained Optimization

• Main Author: Khiyaban, Farzin Modarres
• Format: Thesis
• Language: English; English
• Published: 2010
• Online Access: http://psasir.upm.edu.my/id/eprint/19590/1/FS_2010_41_F.pdf; http://psasir.upm.edu.my/id/eprint/19590/

The focus of this thesis is on analyzing the theoretical and computational aspects of some quasi-Newton (QN) methods for locating a minimum of a real valued function f over all vectors x 2 Rn. In many practical applications, the Hessian of the objective function may be too expensive to calculate or...