A class of diagonal quasi-Newton methods for large-scale convex minimization (Q503542)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of diagonal quasi-Newton methods for large-scale convex minimization |
scientific article |
Statements
A class of diagonal quasi-Newton methods for large-scale convex minimization (English)
0 references
13 January 2017
0 references
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.
0 references
large-scale convex minimization
0 references
quasi-Newton methods
0 references
diagonal updating
0 references
scaling
0 references
global \(R\)-linear convergence
0 references
numerical result
0 references
