Structured symmetric rank-one method for unconstrained optimization

• 主要な著者: Modarres, Farzin, Abu Hassan, Malik, Leong, Wah June
• フォーマット: 論文
• 言語: English
• 出版事項: Taylor & Francis 2011
• オンライン･アクセス: http://psasir.upm.edu.my/id/eprint/25072/1/Structured%20symmetric%20rank.pdf; http://psasir.upm.edu.my/id/eprint/25072/; http://www.tandfonline.com/doi/abs/10.1080/00207160.2011.553220

In this paper, we investigate a symmetric rank-one (SR1) quasi-Newton (QN) formula in which the Hessian of the objective function has some special structure. Instead of approximating the whole Hessian via the SR1 formula, we consider an approach which only approximates part of the Hessian matrix tha...