Diagonal approximation of the Hessian by finite differences for unconstrained optimization

DOI10.1007/s10957-020-01676-zzbMath1441.49029OpenAlexW3022983955MaRDI QIDQ2188948

Neculai Andrei

Publication date: 15 June 2020

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

Full work available at URL: https://doi.org/10.1007/s10957-020-01676-z

zbMATH Keywords

unconstrained optimizationnumerical comparisonscentral differencesforward differencesdiagonal quasi-Newton update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15)

Related Items

Accelerated nonlinear finite element method for analysis of isotropic hyperelastic materials nonlinear deformations ⋮ A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM ⋮ Unnamed Item ⋮ A class of accelerated subspace minimization conjugate gradient methods

Uses Software

• L-BFGS
• CUTEr
• tn
• CUTE
• OPTIMA

Cites Work

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