Nonmonotone generalized diagonal quasi-Newton algorithm

MaRDI QIDQ2824085zbMATH OpenFDO

Authors Qunyan Zhou, Dan Hang

Publication date 6 October 2016

Published in Journal of Mathematics. Wuhan University (Search for Journal in Brave)

zbMATH Keywords

computational complexitydiagonal updatingglobal convergencenonmonotone techniquenumerical experimentunconstrained optimizationweak quasi-Newton equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cited in

(11)

• Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model
• A diagonal quasi-Newton updating method for unconstrained optimization
• Diagonal quasi-Newton method via variational principle under generalized Frobenius norm
• A new diagonal-sparse quasi-Newton method with a modified non-monotone step size rule
• scientific article; zbMATH DE number 1193038 (Why is no real title available?)
• A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• scientific article; zbMATH DE number 6796365 (Why is no real title available?)
• A new diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization
• A non-monotone two stages stepsize diagonal sparse variable metric gradient projection method based on a modified quasi-Newton equation
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• A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM

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