Higher order curvature information and its application in a modified diagonal Secant method
A secant equation (quasi-Newton) has one of the most important rule to find an optimal solution in nonlinear optimization. Curvature information must satisfy the usual secant equation to ensure positive definiteness of the Hessian approximation. In this work, we present a new diagonal updating to im...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis
2018
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| Online Access: | http://psasir.upm.edu.my/id/eprint/74506/1/Higher%20order.pdf |