Positive-definite memoryless symmetric rank one method for large-scale unconstrained optimization

Memoryless quasi-Newton method is exactly the quasi-Newton method for which the approximation to the inverse of Hessian, at each step, is updated from a positive multiple of identity matrix. Hence, its search direction can be computed without the storage of matrices, namely O(n2) storages. in this p...

詳細記述

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書誌詳細
主要な著者: Leong, Wah June, Abu Hassan, Malik
フォーマット: 論文
言語:English
出版事項: Yokohama Publishers 2011
オンライン・アクセス:http://psasir.upm.edu.my/id/eprint/25071/1/Positive.pdf
http://psasir.upm.edu.my/id/eprint/25071/
http://www.ybook.co.jp/online2/oppjo/vol7/p29.html
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