Implementation of Symmetric Rank-One Methods for Unconstrained Optimization

The focus of this thesis is on analyzing the theoretical and computational aspects of some quasi-Newton (QN) methods for locating a minimum of a real valued function f over all vectors x 2 Rn. In many practical applications, the Hessian of the objective function may be too expensive to calculate or...

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Bibliographic Details
Main Author: Khiyaban, Farzin Modarres
Format: Thesis
Language:English
English
Published: 2010
Online Access:http://psasir.upm.edu.my/id/eprint/19590/1/FS_2010_41_F.pdf
http://psasir.upm.edu.my/id/eprint/19590/
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Institution: Universiti Putra Malaysia
Language: English
English