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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書誌詳細
主要な著者: Marjugi, Siti Mahani, Leong, Wah June
フォーマット: 論文
言語:English
English
出版事項: Hindawi Publishing Corporation 2013
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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