A symmetric rank-one method based on extra updating techniques for unconstrained optimization.

In this paper, we present a new symmetric rank-one (SR1) method for the solution of unconstrained optimization problems. The proposed method involves an algorithm in which the usual SR1 Hessian is updated a number of times in a way to be specified in some iterations, to improve the performance of th...

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Bibliographic Details
Main Authors: Modarres, Farzin, Abu Hassan, Malik, Leong, Wah June
Format: Article
Language:English
English
Published: Elsevier 2011
Online Access:http://psasir.upm.edu.my/id/eprint/24645/1/A%20symmetric%20rank.pdf
http://psasir.upm.edu.my/id/eprint/24645/
http://www.elsevier.com/
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