Diagonal approximation of the Hessian by finite differences for unconstrained optimization (Q2188948)
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scientific article; zbMATH DE number 7211755
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| English | Diagonal approximation of the Hessian by finite differences for unconstrained optimization |
scientific article; zbMATH DE number 7211755 |
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Diagonal approximation of the Hessian by finite differences for unconstrained optimization (English)
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15 June 2020
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unconstrained optimization
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diagonal quasi-Newton update
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forward differences
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central differences
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numerical comparisons
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0.8826333284378052
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0.8752438426017761
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0.8540801405906677
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