Structured symmetric rank-one method for unconstrained optimization

• Main Authors: Modarres, Farzin, Abu Hassan, Malik, Leong, Wah June
• Format: Article
• Language: English
• Published: Taylor & Francis 2011
• Online Access: 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...