second-order quasi-newton update

NOTE ON PAN’S SECOND-ORDER QUASI-NEWTON UPDATES

  • Pan Pingqi
  • Lei-Hong Zhang
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , ,

    This note, attempts to further Pan’s second-order quasi-Newton methods(\cite{panqn}). To complement the numerical implementation, the linear convergence of a rank-one second-order update and the least change property are presented. Citation 1,Department of Mathematics, Southeast University, Nanjing, 210096, P.R.China.