An Explicit Quasi-Newton Update for Sparse Optimization Calculations

@inproceedings{Lucia2010AnEQ,
  title={An Explicit Quasi-Newton Update for Sparse Optimization Calculations},
  author={A. Lucia},
  year={2010}
}
A new quasi-Newton updating formula for sparse optimization calculations is presented. It makes combined use of a simple strategy for fixing symmetry and a Schubert correction to the upper triangle of a permuted Hessian approximation. Interesting properties of this new update are that it is closed form and that it does not satisfy the secant condition at… CONTINUE READING