A new approach to symmetric rank-one updating

A stabilized version of the symmetric rank-one updating method for solving unconstrained optimization problems is developed by introducing a scaling parameter to ensure that successive estimates of the inverse Hessian are positive definite. The properties of this update are studied, and a new algori...

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Veröffentlicht in:	IMA journal of numerical analysis 1999-10, Vol.19 (4), p.497-507
Hauptverfasser:	Osborne, MR, Sun, L
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithmics. Computability. Computer arithmetics Applied sciences Calculus of variations and optimal control Computer science control theory systems Exact sciences and technology Mathematical analysis Mathematics Sciences and techniques of general use Theoretical computing
Online-Zugang:	Volltext
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