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...
| Published in: | Sultan Qaboos University Journal for Science |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Sultan Qaboos University
2012-04-01
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| Subjects: | |
| Online Access: | https://journals.squ.edu.om/index.php/squjs/article/view/385 |