Scaled memoryless symmetric rank one method for large-scale optimization.
This paper concerns the memoryless quasi-Newton method, that is precisely the quasi-Newton method for which the approximation to the inverse of Hessian, at each step, is updated from the identity matrix. Hence its search direction can be computed without the storage of matrices. In this paper, a sca...
| 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/24641/1/Scaled%20memoryless%20symmetric%20rank%20one%20method%20for%20large.pdf |