An augmented memoryless BFGS method based on a modified secant equation with application to compressed sensing

DOI10.1016/J.APNUM.2021.05.002MaRDI QIDQ2034433zbMATH OpenOpenAlexFDO

Authors Zohre Aminifard, Saman Babaie-Kafaki, S. Ghafoori

Publication date 22 June 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2021.05.002

zbMATH Keywords

BFGS updatecompressed sensingsecant equationunconstrained optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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Cites work

• A Modified BFGS Algorithm for Unconstrained Optimization
• A modified BFGS method and its global convergence in nonconvex minimization
• A modified descent Polak-Ribiére-Polyak conjugate gradient method with global convergence property for nonconvex functions
• A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization
• A new generalized shrinkage conjugate gradient method for sparse recovery
• A nonlinear conjugate gradient method based on the MBFGS secant condition
• An extended Dai-Liao conjugate gradient method with global convergence for nonconvex functions
• Benchmarking optimization software with performance profiles.
• Convergence analysis of a modified BFGS method on convex minimizations
• CUTEr and SifDec
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Globally convergent three-term conjugate gradient methods that use secant conditions and generate descent search directions for unconstrained optimization
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Large sparse signal recovery by conjugate gradient algorithm based on smoothing technique
• New quasi-Newton equation and related methods for unconstrained optimization
• New quasi-Newton methods for unconstrained optimization problems
• On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae
• Optimal conditioning of self-scaling variable Metric algorithms
• Optimization theory and methods. Nonlinear programming
• Smooth minimization of non-smooth functions

Cited in

(10)

• Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing
• Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model
• A hybrid quasi-Newton method with application in sparse recovery
• Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
• Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation
• A new version of augmented self-scaling BFGS method
• A new self-scaling memoryless quasi-Newton update for unconstrained optimization
• On the generalization of secant method and the order of convergence
• Adjustment of the scaling parameter of Dai-Kou type conjugate gradient methods with application to motion control.
• Diagonally scaled memoryless symmetric rank-one methods with application to compressed sensing

Describes a project that uses

Uses Software

• CUTEr

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