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Andrei, 2021 - Google Patents

A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization

Andrei, 2021

Document ID
16828404819908848588
Author
Andrei N
Publication year
Publication venue
Optimization

External Links

Snippet

An accelerated diagonal quasi-Newton updating algorithm for unconstrained optimization is presented. The elements of the diagonal matrix approximating the Hessian are determined as scaling of the forward finite differences directional derivatives of the components of the …
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