Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization (Q411967)

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scientific article; zbMATH DE number 6029715
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    Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization
    scientific article; zbMATH DE number 6029715

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      Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization (English)
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      3 May 2012
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      The authors consider large-scale unconstrained optimization problems of the form \(\min_{x\in\mathbb{R}^n}\,f(x)\) and give a class of quasi-Newton methods that use some diagonal matrices to approximate the Hessian. Numerical results are given.
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      quasi-Newton method
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      diagonal updating
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      weak quasi-Newton equation
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      scaling
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      large-scale optimization
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      unconstrained optimization
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      numerical results
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