A symmetric rank-one method based on extra updating techniques for unconstrained optimization.
In this paper, we present a new symmetric rank-one (SR1) method for the solution of unconstrained optimization problems. The proposed method involves an algorithm in which the usual SR1 Hessian is updated a number of times in a way to be specified in some iterations, to improve the performance of th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Elsevier
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24645/1/A%20symmetric%20rank.pdf |