Diagonal quasi-Newton updating formula via variational principle under the log-determinant measure

• Main Authors: Sim, Hong Seng, Leong, Wah June, Chen, Chuei Yee, Ibrahim, Siti Nur Iqmal
• Format: Conference or Workshop Item
• Language: English
• Published: 2015
• 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/

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...