Scaling symmetric rank one update for unconstrained optimization
A basic disadvantage to the symmetric rank one (SR1) update is that the SR1 update may not preserve positive definiteness when starting with a positive definite approximation. A simple remedy to this problem is to restart the update with the initial approximation mostly the identity matrix whenever...
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Main Authors: | Abu Hassan, Malik, Monsi, Mansor, Leong, Wah June |
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Format: | Article |
Language: | English |
Published: |
Universiti Utara Malaysia
2003
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Subjects: | |
Online Access: | http://repo.uum.edu.my/369/1/Malik_Abu_Hassan.pdf http://repo.uum.edu.my/369/ http://ijms.uum.edu.my |
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