Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm

DOI10.1007/s11075-020-00930-9zbMath1464.90099OpenAlexW3019265297MaRDI QIDQ2225525

Sharareh Enshaei, Wah June Leong, Sie Long Kek

Publication date: 8 February 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-020-00930-9

zbMATH Keywords

quasi-Newton methodsdiagonal updatingweighted Frobenius normnonlinear minimizationleast change updating technique

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Uses Software

• CUTEr
• CUTE

Cites Work

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• CUTE
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• Function minimization by conjugate gradients
• Variations on Variable-Metric Methods
• A New Algorithm for Unconstrained Optimization
• Methods of conjugate gradients for solving linear systems
• Benchmarking optimization software with performance profiles.

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