Abstract
The symmetric rank-one (SR1) method is one of the well-known quasi-Newton methods, and many researchers have studied the SR1 method. On the other hand, to accelerate quasi-Newton methods, some researchers have proposed variants of the secant condition. In this paper, we propose SR1 methods based on some modified secant conditions. We analyze local behaviors of the methods. In order to establish the global convergence of the methods, we apply the trust region method to our methods.
Original language | English |
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Pages (from-to) | 25-43 |
Number of pages | 19 |
Journal | SUT Journal of Mathematics |
Volume | 47 |
Issue number | 1 |
Publication status | Published - 2011 Dec 1 |
Externally published | Yes |
Keywords
- Local convergence
- Modified secant conditions
- Symmetric rank-one method
- Trust region method
- Unconstrained optimization
ASJC Scopus subject areas
- Mathematics(all)