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dc.contributor.authorMahmood, Saad Shakir
dc.date.accessioned2012-12-18T10:01:27Z
dc.date.available2012-12-18T10:01:27Z
dc.date.issued2012-01
dc.identifier.citationByrd R. H. and Nocedal J. 1989. A tool for the analysis of quasi-Newton methods with application to unconstrained minimization. SIAM J. Number. Anal., 26: 727-739 Bartle R. G. 1975. The elements of real analysis. Wiley international edition. USA. 286-330 David G. Luenberger and Yinyu Ye. 2009. linear and Nonlinear Programming. Third Edition. Springer Dennis J. E. and Schnabel R. B. 1983. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall, Inc., Englewood Cliffs, New Jersey. Hart, W. E. 1990. Quasi-Newton methods for sparse Nonlinear system. Memorandum CSM-151, Department of Computer Science, University of Essex. Royden, H. L. 1968. Real Analysis. second edition, Macmillan Publishing co. INC. New York. Saad S.. 2003. Unconstrained Optimization Methods Based On Direct Updating of Hessian Factors. Ph. D. Dissertation. Gadjah Mada University. Yogyakarta, Indonesia. Steven C. Chapra. 2005."Applied Numerical Methods With MATLAB for Engineers and Scientists. McGRAW- HILL INTERNATIONAL EDITION.en_US
dc.identifier.issn20087-085X
dc.identifier.urihttp://hdl.handle.net/11617/2381
dc.description.abstractIt is well known that the unconstrained Optimization often arises in economies, finance, trade, law, meteorology, medicine, biology, chemistry, engineering, physics, education, history, sociology, psychology, and so on. The classical Unconstrained Optimization is based on the Updating of Hessian matrix and computed of its inverse which make the solution is very expensive. In this work we will updating the LU factors of the Hessian matrix so we don’t need to compute the inverse of Hessian matrix, so called the Cholesky Update for unconstrained optimization. We introduce the convergent of the update and report our findings on several standard problems, and make a comparison on its performance with the well-accepted BFGS update.en_US
dc.publisherLPPM UMSen_US
dc.subjectUnconstrained Optimizationen_US
dc.subjectCholesky Factorizationen_US
dc.subjectConvergenceen_US
dc.titleTHE CHOLESKY UPDATE FOR UNCONSTRAINED OPTIMIZATIONen_US
dc.typeArticleen_US


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