Scaling symmetric rank one update for unconstrained optimization
A basic disadvantage to the symmetric rank one (SR1) update is that the SRI update may not preserve positive definiteness when starting with a positive definite approximation. A simple remedy to this problem is to restart the update with the initial approximation mostly the identity matrix whenever...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia
2002
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/761/1/Malik_Abu_Hassan.pdf |