A restarting approach on symmetric rank one update for unconstrained optimization
Two basic disadvantages of the symmetric rank one (SR1) update are that the SR1 update may not preserve positive definiteness when starting with a positive definite approximation and the SR1 update can be undefined. A simple remedy to these problems is to restart the update with the initial approxim...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Springer
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/12810/ http://link.springer.com/article/10.1007%2Fs10589-007-9115-z |
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