Improved Hessian approximations with modified secant equations for symmetric rank-one method
Symmetric rank-one (SR1) is one of the competitive formulas among the quasi-Newton (QN) methods. In this paper, we propose some modified SR1 updates based on the modified secant equations, which use both gradient and function information. Furthermore, to avoid the loss of positive definiteness and z...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24640/1/Improved%20Hessian%20approximations%20with%20modified%20secant%20equations%20for%20symmetric%20rank.pdf |