A class of diagonal quasi-Newton methods for large-scale convex minimization (Q503542): Difference between revisions

This paper considers the diagonal quasi-Newton method with the Zhu-Nazareth-Wolkowicz updating formula in minimizing a smooth function. The author shows that the scaled method with the Wolfe's line search is globally and linearly convergent on uniformly convex objective functions. Some numerical results on solving a set of 32 test problems are presented.

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zbMATH Keywords

large-scale convex minimization

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quasi-Newton methods

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diagonal updating

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scaling

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global \(R\)-linear convergence

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numerical result

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describes a project that uses

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Global and superlinear convergence of a restricted class of self-scaling methods with inexact line searches, for convex functions

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Numerical expirience with a class of self-scaling quasi-Newton algorithms

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Q3539529

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Two-Point Step Size Gradient Methods

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Nonmonotone Spectral Projected Gradient Methods on Convex Sets

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Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

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Modified two-point stepsize gradient methods for unconstrained optimization

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Sizing and Least-Change Secant Methods

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A new two-step gradient-type method for large-scale unconstrained optimization

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An improved multi-step gradient-type method for large scale optimization

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A new gradient method via quasi-Cauchy relation which guarantees descent

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Function minimization by conjugate gradients

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A Nonmonotone Line Search Technique for Newton’s Method

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Q4039929

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Q3688092

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Testing Unconstrained Optimization Software

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Line search algorithms with guaranteed sufficient decrease

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Self-Scaling Variable Metric (SSVM) Algorithms

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Q5563083

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Q4107408

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The Quasi-Cauchy Relation and Diagonal Updating

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Identifiers

zbMATH Open document ID

1357.65075

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DOI

10.1007/s40840-015-0117-1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:503542

@@ Property / review text @@
+This paper considers the diagonal quasi-Newton method with the Zhu-Nazareth-Wolkowicz updating formula in minimizing a smooth function. The author shows that the scaled method with the Wolfe's line search is globally and linearly convergent on uniformly convex objective functions. Some numerical results on solving a set of 32 test problems are presented.
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+C53
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+C06
@@ Property / Mathematics Subject Classification ID: 90C06 / rank @@
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+6674378
@@ Property / zbMATH DE Number: 6674378 / rank @@
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@@ Property / zbMATH Keywords @@
+large-scale convex minimization
@@ Property / zbMATH Keywords: large-scale convex minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quasi-Newton methods
@@ Property / zbMATH Keywords: quasi-Newton methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diagonal updating
@@ Property / zbMATH Keywords: diagonal updating / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+scaling
@@ Property / zbMATH Keywords: scaling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global \(R\)-linear convergence
@@ Property / zbMATH Keywords: global \(R\)-linear convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical result
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+W2059444119
@@ Property / OpenAlex ID: W2059444119 / rank @@
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@@ Property / cites work @@
+Global and superlinear convergence of a restricted class of self-scaling methods with inexact line searches, for convex functions
+Normal rank
@@ Property / cites work @@
+Numerical expirience with a class of self-scaling quasi-Newton algorithms
+Normal rank
@@ Property / cites work @@
+Q3539529
@@ Property / cites work: Q3539529 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-Point Step Size Gradient Methods
@@ Property / cites work: Two-Point Step Size Gradient Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Nonmonotone Spectral Projected Gradient Methods on Convex Sets
+Normal rank
@@ Property / cites work @@
+Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
+Normal rank
@@ Property / cites work @@
+Modified two-point stepsize gradient methods for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Sizing and Least-Change Secant Methods
@@ Property / cites work: Sizing and Least-Change Secant Methods / rank @@
+Normal rank
@@ Property / cites work @@
+A new two-step gradient-type method for large-scale unconstrained optimization
+Normal rank
@@ Property / cites work @@
+An improved multi-step gradient-type method for large scale optimization
+Normal rank
@@ Property / cites work @@
+A new gradient method via quasi-Cauchy relation which guarantees descent
+Normal rank
@@ Property / cites work @@
+Function minimization by conjugate gradients
@@ Property / cites work: Function minimization by conjugate gradients / rank @@
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique for Newton’s Method
+Normal rank
@@ Property / cites work @@
+Q4039929
@@ Property / cites work: Q4039929 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3688092
@@ Property / cites work: Q3688092 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Unconstrained Optimization Software
@@ Property / cites work: Testing Unconstrained Optimization Software / rank @@
+Normal rank
@@ Property / cites work @@
+Line search algorithms with guaranteed sufficient decrease
+Normal rank
@@ Property / cites work @@
+Self-Scaling Variable Metric (SSVM) Algorithms
@@ Property / cites work: Self-Scaling Variable Metric (SSVM) Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Q5563083
@@ Property / cites work: Q5563083 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4107408
@@ Property / cites work: Q4107408 / rank @@
+Normal rank
@@ Property / cites work @@
+The Quasi-Cauchy Relation and Diagonal Updating
@@ Property / cites work: The Quasi-Cauchy Relation and Diagonal Updating / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:503542