Diagonal quasi-newton updating strategy with cholesky factor via variational principle
The quasi-Newton method was popular due to the fact that only the gradient of the objective is required at each iterate and, since the second derivatives (Hessian) were not necessary, the quasi-Newton approach is often more efficient than the Newton method, especially when Hessian computation is cos...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Published: |
Malaysian Mathematical Society
2022
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/100946/ https://myjms.mohe.gov.my/index.php/dismath/article/view/18941 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|