A new diagonal gradient-type method for large scale unconstrained optimization
The main focus of this paper is to derive new diagonal updating scheme via the direct weak secant equation. This new scheme allows us to improve the accuracy of the Hessian's approximation and is also capable to utilize information gathered about the function in previous iterations. It follows...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Politechnica University of Bucharest
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30325/1/A%20new%20diagonal%20gradient.pdf |