A class of diagonal quasi-Newton methods for large-scale convex minimization (Q503542)
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scientific article; zbMATH DE number 6674378
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| English | A class of diagonal quasi-Newton methods for large-scale convex minimization |
scientific article; zbMATH DE number 6674378 |
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A class of diagonal quasi-Newton methods for large-scale convex minimization (English)
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13 January 2017
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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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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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0.8977319002151489
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0.8744126558303833
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0.8258004784584045
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0.824467122554779
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