Symmetric rank-one method based on some modified secant conditions for unconstrained optimization

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)25-43
Number of pages19
JournalSUT Journal of Mathematics
Volume47
Issue number1
Publication statusPublished - 2011 Dec 1
Externally publishedYes

Keywords

  • Local convergence
  • Modified secant conditions
  • Symmetric rank-one method
  • Trust region method
  • Unconstrained optimization

ASJC Scopus subject areas

  • Mathematics(all)

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