A diagonal quasi-Newton updating method for unconstrained optimization

DOI10.1007/s11075-018-0562-7zbMath1416.49025OpenAlexW2811286826MaRDI QIDQ2420159

Neculai Andrei

Publication date: 5 June 2019

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

Full work available at URL: https://doi.org/10.1007/s11075-018-0562-7

zbMATH Keywords

unconstrained optimizationglobal convergencenumerical comparisonsdiagonal quasi-Newton updating

Mathematics Subject Classification ID

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

Related Items (9)

Derivative-free method based on DFP updating formula for solving convex constrained nonlinear monotone equations and application ⋮ Diagonal approximation of the Hessian by finite differences for unconstrained optimization ⋮ A projection-based derivative free DFP approach for solving system of nonlinear convex constrained monotone equations with image restoration applications ⋮ An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems ⋮ A New Diagonal Quasi-Newton Updating Method With Scaled Forward Finite Differences Directional Derivative for Unconstrained Optimization ⋮ Unnamed Item ⋮ A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization ⋮ A structured quasi-Newton algorithm with nonmonotone search strategy for structured NLS problems and its application in robotic motion control ⋮ Diagonal BFGS updates and applications to the limited memory BFGS method

Uses Software

• L-BFGS
• tn
• OPTIMA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonlinear optimization with engineering applications
• A new structured quasi-Newton algorithm using partial information on Hessian
• Continuous nonlinear optimization for engineering applications in GAMS technology
• Sizing and Least-Change Secant Methods
• Preconditioning of Truncated-Newton Methods
• Updating Quasi-Newton Matrices with Limited Storage
• Quasi-Newton Methods, Motivation and Theory
• The Quasi-Cauchy Relation and Diagonal Updating
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• Convergence Conditions for Ascent Methods
• Convergence Conditions for Ascent Methods. II: Some Corrections
• Benchmarking optimization software with performance profiles.

This page was built for publication: A diagonal quasi-Newton updating method for unconstrained optimization