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Minghou Cheng

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A New Sparse Quasi-Newton Update Method

Minghou Cheng, Yu‐Hong Dai, Rui Diao · مجلة جامعة السلطان قابوس للعلوم · 2012 · 10.24200/squjs.vol17iss1pp30-43

Based on the idea of maximum determinant positive definite matrix completion, Yamashita proposed a sparse quasi-Newton update, called MCQN, for unconstrained optimization problems with sparse Hessian structures. Such an MCQN update keeps the sparsity structure of the Hessian while relaxing the secant condition. In this …

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