Citation
Modarres, Farzin and Abu Hassan, Malik and Leong, Wah June
(2009)
Multi-steps symmetric rank-one update for unconstrained optimization.
World Applied Sciences Journal, 7 (5).
pp. 610-615.
ISSN 1818-4952; ESSN: 1991-6426
Abstract
In this paper, we present a generalized Symmetric Rank-one (SR1) method by employing interpolatory polynomials in order to possess a more accurate information from more than one previous step. The basic idea is to incorporate the SR1 update within the framework of multi-step methods. Hence iterates could be interpolated by a curve in such a way that the consecutive points define the curves. However to preserve the positive definiteness of the SR1 updates a restart procedure is applied, in which we restart the SR1 update by a scale of the identity. Comparison to multi-steps BFGS method, the proposed algorithm shows significant improvements in numerical results.
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Official URL or Download Paper: https://www.idosi.org/wasj/wasj7(5)2009.htm
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| Publisher: | IDOSI Publications |
| Keywords: | Unconstrained optimization; Symmetric rank-one update; Multi-step methods; Hessian approximation |
| Depositing User: | Najwani Amir Sariffudin |
| Date Deposited: | 16 Oct 2013 04:55 |
| Last Modified: | 16 Jun 2020 02:14 |
| URI: | http://psasir.upm.edu.my/id/eprint/15755 |
| Statistic Details: | View Download Statistic |
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