Citation
Leong, Wah June and Farid, Mahboubeh and Abu Hassan, Malik
(2010)
Improved Hessian approximation with modified quasi-Cauchy relation for a gradient-type method.
Advance Modeling and Optimization, 12 (1).
pp. 37-44.
ISSN 1841-4311
Abstract
In this work we develop a new gradient-type method with improved Hessian approximation for unconstrained optimization problems. The new method resembles the Barzilai-Borwein (BB) method, except that the Hessian matrix is approximated by a diagonal matrix rather than the multiple of the identity matrix in the BB method. Then the diagonal Hessian approximation is derived based on the quasi-Cauchy relation. To further improve the Hessian approximation, we modify the quasi-Cauchy relation to carry some additional information from the values and gradients of the objective function. Numerical experiments show that the proposed method yields desirable improvement.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| Publisher: | ICI Publishing House |
| Keywords: | Diagonal updating; Modified quasi-Newton equation; Quasi-Cauchy relation; Barzilai-Borwein method |
| Depositing User: | Najwani Amir Sariffudin |
| Date Deposited: | 30 Nov 2011 09:07 |
| Last Modified: | 09 Oct 2019 08:17 |
| URI: | http://psasir.upm.edu.my/id/eprint/17711 |
| Statistic Details: | View Download Statistic |
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