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Convergence of a positive definite symmetric rank one method with restart


Citation

Leong, Wah June and Abu Hassan, Malik (2009) Convergence of a positive definite symmetric rank one method with restart. Advance Modeling and Optimization, 11 (4). pp. 423-433. ISSN 1841-4311

Abstract / Synopsis

The paper investigates convergence properties of a positive definite symmetric rank one method with the line search. The method is applied to find a local minimum of the unconstrained minimization problem, the objective function of which is defined on ℝ n and is assumed to be twice continuously differentiable. The authors show that the method is (n+1)-step q-superlinearly convergent without the assumption of linearly independent iterates. It is only assumed that the Hessian approximations are positive definite and asymptotically bounded. Computational experience shows that the method satisfies well these requirements in practical computations.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Publisher: ICI Publishing House
Keywords: Symmetric rank one; Line search; Restart; Q−superlinearly convergent
Depositing User: Nurul Ainie Mokhtar
Date Deposited: 17 Jun 2015 15:56
Last Modified: 05 Oct 2015 14:10
URI: http://psasir.upm.edu.my/id/eprint/13791
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