Diagonal hessian approximation for limited memory quasi-newton via variational principle
This paper proposes some diagonal matrices that approximate the (inverse) Hessian by parts using the variational principle that is analogous to the one employed in constructing quasi-Newton updates. The way we derive our approximations is inspired by the least change secant updating approach, in whi...
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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 言語: | English English |
| 出版事項: |
Hindawi Publishing Corporation
2013
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| オンライン･アクセス: | http://psasir.upm.edu.my/id/eprint/30333/1/Diagonal%20hessian%20approximation%20for%20limited%20memory%20quasi.pdf http://psasir.upm.edu.my/id/eprint/30333/ http://www.hindawi.com/journals/jam/2013/523476/ |
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