Diagonal quasi-Newton method via variational principle under generalized Frobenius norm
DOI10.1080/10556788.2016.1196205zbMATH Open1354.65119OpenAlexW2475022938MaRDI QIDQ2829584FDOQ2829584
Mahboubeh Farid, Sharareh Enshaei, W. J. Leong
Publication date: 8 November 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: http://psasir.upm.edu.my/id/eprint/55511/1/Diagonal%20quasi-Newton%20method%20via%20variational%20principle%20under%20generalized%20Frobenius%20norm.pdf
numerical resultsalgorithmglobal convergenceweighted Frobenius normvariational principleconjugate gradient methodsunconstrained optimization problemsweak secant equationinverse Hessian approximationArmijo line search strategydiagonal quasi-Newton updates
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)
Cites Work
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- Function minimization by conjugate gradients
- Methods of conjugate gradients for solving linear systems
- Global Convergence Properties of Conjugate Gradient Methods for Optimization
- Sizing and Least-Change Secant Methods
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- The Quasi-Cauchy Relation and Diagonal Updating
- A new gradient method via quasi-Cauchy relation which guarantees descent
Cited In (5)
- A restart scheme for the memoryless BFGS method
- Higher order curvature information and its application in a modified diagonal Secant method
- Diagonal BFGS updates and applications to the limited memory BFGS method
- ``Diagonal shadow -- A quasi-Newton iteration in spectral domain
- Title not available (Why is that?)
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