Positive-definite memoryless symmetric rank one method for large-scale unconstrained optimization

MaRDI QIDQ3076647zbMATH OpenFDO

Authors W. J. Leong, M. A. Hassan

Publication date 23 February 2011

zbMATH Keywords

large-scale unconstrained optimizationmemoryless methodoptimal scalingsymmetric rank one method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Methods of reduced gradient type (90C52) Methods of quasi-Newton type (90C53)

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Cited in

(9)

• Accelerated memory-less SR1 method with generalized secant equation for unconstrained optimization
• A note on memory-less SR1 and memory-less BFGS methods for large-scale unconstrained optimization
• A modified scaled memoryless symmetric rank-one method
• Memoryless quasi-Newton methods based on spectral-scaling Broyden family for unconstrained optimization
• Convergence of a positive definite symmetric rank one method with restart
• scientific article; zbMATH DE number 5630374 (Why is no real title available?)
• A memoryless symmetric rank-one method with sufficient descent property for unconstrained optimization
• Scaled memoryless symmetric rank one method for large-scale optimization
• Diagonally scaled memoryless symmetric rank-one methods with application to compressed sensing

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