Abstract

This paper presents a new minimization method based on the idea of separable updating of the Hessian matrix of the Variable Metric in the case where the objective function can be decomposed in to a sum of functions. Global convergence of the new method is established.Experimental results, indicate that the new proposed method was efficient than the standard separable BFGS method.

The article was added to IASJ on 2013-09-16

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