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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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Hindawi Publishing Corporation
2013
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| Online Access: | 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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