Skip navigation
Skip navigation

A new approach to symmetric rank-one updating

Osborne, Michael; Sun, Li Yun

Description

A stabilized version of the symmetric rank-one updating method for solving unconstrained optimization problems is developed by introducing a scaling parameter to ensure that successive estimates of the inverse Hessian are positive definite. The properties of this update are studied, and a new algorithm based on this procedure is proposed. This algorithm uses Davidon's idea of optimal conditioning in order to devise heuristics for selecting the scaling parameter automatically. Numerical testing...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
URI: http://hdl.handle.net/1885/94931
Source: IMA Journal of Numerical Analysis

Download

File Description SizeFormat Image
01_Osborne_A_new_approach_to_symmetric_1999.pdf14.58 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator