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On the performance of a new symmetric rank-one method with restart for solving unconstrained optimization problems

โœ Scribed by Farzin Modarres Khiyabani; Wah June Leong


Book ID
116332562
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
465 KB
Volume
64
Category
Article
ISSN
0898-1221

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This paper proposes a new robust and quickly convergent pattern search method based on an implementation of OCSSR1 (Optimal Conditioning Based Self-Scaling Symmetric Rank-One) algorithm [M.R. Osborne, L.P. Sun, A new approach to symmetric rank-one updating, IMA Journal of Numerical Analysis 19 (1999