Scaled memoryless symmetric rank one method for large-scale unconstrained optimization
Memoryless quasi-Newton method is precisely the quasi-Newton method for which the initial approximation to the inverse of Hessian, at each step, is taken as the identity matrix. Hence the memoryless quasi-Newton direction can be computed without the storage of matrices, namely n2 storages. In this...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Published: |
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/8889/ |
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| Institution: | Universiti Putra Malaysia |