Citation
Modarres, Farzin and Abu Hassan, Malik and Leong, Wah June
(2011)
Improved Hessian approximations with modified secant equations for symmetric rank-one method.
Journal of Computational and Applied Mathematics, 235 (8).
pp. 2423-2431.
ISSN 0377-0427; ESSN: 1879-1778
Abstract
Symmetric rank-one (SR1) is one of the competitive formulas among the quasi-Newton (QN) methods. In this paper, we propose some modified SR1 updates based on the modified secant equations, which use both gradient and function information. Furthermore, to avoid the loss of positive definiteness and zero denominators of the new SR1 updates, we apply a restart procedure to this update. Three new algorithms are given to improve the Hessian approximation with modified secant equations for the SR1 method. Numerical results show that the proposed algorithms are very encouraging and the advantage of the proposed algorithms over the standard SR1 and BFGS updates is clearly observed.
Download File
Official URL or Download Paper: http://www.sciencedirect.com/science/article/pii/S...
|
Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| DOI Number: | https://doi.org/10.1016/j.cam.2010.10.042 |
| Publisher: | Elsevier |
| Keywords: | Hessian approximation; Secant equation; Symmetric rank-one update; Unconstrained minimization |
| Depositing User: | Nur Farahin Ramli |
| Date Deposited: | 03 Sep 2013 09:16 |
| Last Modified: | 16 Aug 2017 09:35 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1016/j.cam.2010.10.042 |
| URI: | http://psasir.upm.edu.my/id/eprint/24640 |
| Statistic Details: | View Download Statistic |
Actions (login required)
 |
View Item |