Convergence of symmetric rank-one method based on modified Quasi-Newton equation
In this paper we investigate on convergence rate of a modified symmetric rank-one (SR1) method for unconstrained optimization problems. In general, the modified SR1 method incorporates a modified secant equation into the standard SR1 method. Also a restart procedure is applied to avoid the loss of...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Canadian Center of Science and Education
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/13792/1/Convergence%20of%20symmetric%20rank.pdf http://psasir.upm.edu.my/id/eprint/13792/ http://www.ccsenet.org/journal/index.php/jmr/article/view/4702 |
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| Institution: | Universiti Putra Malaysia |
| Language: | English |
| Summary: | In this paper we investigate on convergence rate of a modified symmetric rank-one (SR1) method for unconstrained
optimization problems. In general, the modified SR1 method incorporates a modified secant equation into the standard SR1 method. Also a restart procedure is applied to avoid the loss of positive definiteness and zero denominator. A remarkable feature of the modified SR1 method is that it possesses at most $n+1$-step $q$-superlinearly convergent and $2n$-step quadratic convergent without uniformly independent assumptions of steps. |
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