Diagonal quasi-Newton updating formula via variational principle under the log-determinant measure
Quasi-Newton method has been widely used in solving unconstrained optimization problems. The popularity of this method is due to the fact that only the gradient of the objective function is required at each iterate. Since second derivatives (Hessian) are not required, quasi-Newton method is sometime...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/75682/1/Diagonal%20quasi-Newton%20updating%20formula%20via%20variational%20principle%20under%20the%20log-determinant%20measure.pdf http://psasir.upm.edu.my/id/eprint/75682/ |
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