Unconstrained optimal transformation matrix
نویسندگان
چکیده
منابع مشابه
Matrix Algebras in Quasi - Newtonmethods for Unconstrained
In this paper a new class of quasi-Newton methods, named LQN, is introduced in order to solve unconstrained minimization problems. The novel approach, which generalizes classical BFGS methods, is based on a Hessian updating formula involving an algebra L of matrices simultaneously diagonalized by a fast unitary transform. The complexity per step of LQN methods is O(n log n), thereby improving c...
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ژورنال
عنوان ژورنال: IEEE Transactions on Aerospace and Electronic Systems
سال: 1998
ISSN: 0018-9251
DOI: 10.1109/7.640293