Convergence of symmetric rank-one method based on modified Quasi-Newton equation
In this paper we investigate on convergence rate of a modified symmetric rank-one (SR1) method for unconstrained optimization problems. In general, the modified SR1 method incorporates a modified secant equation into the standard SR1 method. Also a restart procedure is applied to avoid the loss of...
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Main Authors: | Khiyabani, Farzin Modarres, Abu Hassan, Malik, Leong, Wah June |
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Format: | Article |
Language: | English |
Published: |
Canadian Center of Science and Education
2010
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Online Access: | http://psasir.upm.edu.my/id/eprint/13792/1/Convergence%20of%20symmetric%20rank.pdf http://psasir.upm.edu.my/id/eprint/13792/ http://www.ccsenet.org/journal/index.php/jmr/article/view/4702 |
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