Improved Hessian approximation with modified quasi-Cauchy relation for a gradient-type method
In this work we develop a new gradient-type method with improved Hessian approximation for unconstrained optimization problems. The new method resembles the Barzilai-Borwein (BB) method, except that the Hessian matrix is approximated by a diagonal matrix rather than the multiple of the identity mat...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
ICI Publishing House
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/17711/1/Improved_Hessian_Approximation_with_Modified_Quasi-_Cauchy_Relation_for_a_Gradient-type_Method.pdf |