Citation
Khiyabani, Farzin Modarres and Abu Hassan, Malik and Leong, Wah June
(2010)
Convergence of symmetric rank-one method based on modified Quasi-Newton equation.
Journal of Mathematics Research, 2 (3).
pp. 97-102.
ISSN 1916-9795; ESSN: 1916-9809
Abstract
In this paper we investigate on convergence rate of a modified symmetric rank-one (SR1) method for unconstrained optimization problems. In general, the modified SR1 method incorporates a modified secant equation into the standard SR1 method. Also a restart procedure is applied to avoid the loss of positive definiteness and zero denominator. A remarkable feature of the modified SR1 method is that it possesses at most $n+1$-step $q$-superlinearly convergent and $2n$-step quadratic convergent without uniformly independent assumptions of steps.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| DOI Number: | https://doi.org/10.5539/jmr.v2n3p97 |
| Publisher: | Canadian Center of Science and Education |
| Keywords: | Unconstrained minimization; Convergence; Symmetric rank-one update; Secant equation; Hessian approximation |
| Depositing User: | Nurul Ainie Mokhtar |
| Date Deposited: | 17 Jun 2015 08:06 |
| Last Modified: | 22 Sep 2015 06:41 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.5539/jmr.v2n3p97 |
| URI: | http://psasir.upm.edu.my/id/eprint/13792 |
| Statistic Details: | View Download Statistic |
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