A New Sparse Quasi-Newton Update Method

A New Sparse Quasi-Newton Update Method

Based on the idea of maximum determinant positive definite matrix completion, Yamashita proposed a sparse quasi-Newton update, called MCQN, for unconstrained optimization problems with sparse Hessian structures. Such an MCQN update keeps the sparsity structure of the Hessian while relaxing the secan...

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Bibliographic Details
Main Authors: Minghou Cheng, Yu-Hong Dai, Rui Diao
Format: Article
Language:English
Published: Sultan Qaboos University 2012-04-01
Series:Sultan Qaboos University Journal for Science
Subjects:
Large-scale, Matrix completion, Quasi-Newton methods, Secant condition, Sparsity, Unconstrained optimization.
Online Access:https://journals.squ.edu.om/index.php/squjs/article/view/385

Internet

https://journals.squ.edu.om/index.php/squjs/article/view/385

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