Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization
In this paper, we propose a hybrid ODE-based quasi-Newton (QN) method for unconstrained optimization problems, which combines the idea of low-order implicit Runge–Kutta (RK) techniques for gradient systems with the QN type updates of the Jacobian matrix such as the symmetric rank-one (SR1) update. T...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Elsevier Inc.
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/35140/ http://www.sciencedirect.com/science/journal/00963003/233/supp/C |
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| Institution: | Universiti Putra Malaysia |