Diagonal BFGS updates and applications to the limited memory BFGS method

DOI10.1007/S10589-022-00353-3zbMATH Open1487.90607OpenAlexW4213184394MaRDI QIDQ2114834FDOQ2114834

Dong-Hui Li, Xiaozhou Wang, Jiajian Huang

Publication date: 15 March 2022

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-022-00353-3

Recommendations

• Quasi-Newton type of diagonal updating for the L-BFGS method
• A class of diagonal preconditioners for limited memory BFGS method
• Generalizations of the limited-memory BFGS method based on the quasi-product form of update
• Diagonal Hessian approximation for limited memory quasi-Newton via variational principle
• L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family

zbMATH Keywords

L-BFGS methodBB methoddiagonal quasi-Newton updates

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Cites Work

• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Numerical Optimization
• Benchmarking optimization software with performance profiles.
• On the limited memory BFGS method for large scale optimization
• Updating Quasi-Newton Matrices with Limited Storage
• Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods
• Some numerical experiments with variable-storage quasi-Newton algorithms
• Quasi-Newton Methods, Motivation and Theory
• The cyclic Barzilai-–Borwein method for unconstrained optimization
• Sizing and Least-Change Secant Methods
• Gradient Method with Retards and Generalizations
• A new stepsize for the steepest descent method
• A modified BFGS method and its global convergence in nonconvex minimization
• On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
• Title not available (Why is that?)
• \(R\)-linear convergence of the Barzilai and Borwein gradient method
• The Quasi-Cauchy Relation and Diagonal Updating
• On the Barzilai and Borwein choice of steplength for the gradient method
• Alternate step gradient method*
• Modified two-point stepsize gradient methods for unconstrained optimization
• Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization
• On efficiently combining limited-memory and trust-region techniques
• Title not available (Why is that?)
• Improved Hessian approximations for the limited memory BFGS method
• A diagonal quasi-Newton updating method for unconstrained optimization
• Diagonal quasi-Newton method via variational principle under generalized Frobenius norm
• A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
• A New Diagonal Quasi-Newton Updating Method With Scaled Forward Finite Differences Directional Derivative for Unconstrained Optimization

Cited In (3)

• Proximal quasi-Newton method for composite optimization over the Stiefel manifold
• A curvilinear method based on minimal-memory BFGS updates
• Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model

Uses Software

• L-BFGS
• CUTEst
• minFunc

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