Scaled memoryless symmetric rank one method for large-scale unconstrained optimization

Memoryless quasi-Newton method is precisely the quasi-Newton method for which the initial approximation to the inverse of Hessian, at each step, is taken as the identity matrix. Hence the memoryless quasi-Newton direction can be computed without the storage of matrices, namely n2 storages. In this...

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Bibliographic Details
Main Authors: Leong, Wah June, Abu Hassan, Malik
Format: Conference or Workshop Item
Published: 2008