Scaling strategies for symmetric rank-one method in solving unconstrained optimization problems

• Main Authors: Mustafa, Mamat, Aliyu Usman, Moyi, Wah June, Leong
• Format: Article
• Language: English
• Published: 2014
• Subjects: QA Mathematics
• Online Access: http://eprints.unisza.edu.my/5079/1/FH02-FIK-14-00733.jpg; http://eprints.unisza.edu.my/5079/
• Institution: Universiti Sultan Zainal Abidin

Symmetric rank-one update (SR1) is known to have good numerical performance among the quasi-Newton methods for solving unconstrained optimization problems as evident from the recent study of Farzin et al. (2011), However, it is well known that the SR1 update may not preserve positive definiteness...