Logo image
Optimal scaling of the memoryless quasi-Newton updating formulas
Conference proceeding   Open access   Peer reviewed

Optimal scaling of the memoryless quasi-Newton updating formulas

Proceeding of The 12th International Seminar on Linear Algebra and its Applications, pp.173-176
The 12th International Seminar on Linear Algebra and its Applications (Tabriz, 18/07/2023 - 19/07/2023)
2023
Handle:
https://hdl.handle.net/10863/40988

Abstract

Matrix approximations generated by the quasi-Newton (QN) updates may be generally vulnerable to ill-conditioning. Thus, the QN algorithms for unconstrained optimization may fail to suggest a proper trajectory to the solution. Here, by matrix analyses, it is discussed that how the classic scaling schemes of the QN algorithms can be modified to make further improvement in the computational stability of the methods. The argument mainly centers on a well-known open problem.
pdf
SLAA1.61 MBDownloadView
Open Access
pdf
r_31_23081112433716.76 MBDownloadView
Open Access
url
https://www.slaa.sut.ac.ir/fa/news.php?rid=41View

Details

Metrics

4 Record Views