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

Recommendations

• Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm
• A diagonal quasi-Newton updating method for unconstrained optimization
• Nonmonotone generalized diagonal quasi-Newton algorithm
• Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization
• A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization

zbMATH Keywords

numerical resultsalgorithmglobal convergenceweighted Frobenius normvariational principleconjugate gradient methodsunconstrained optimization problemsweak secant equationinverse Hessian approximationArmijo line search strategydiagonal quasi-Newton updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Cites Work

• Benchmarking optimization software with performance profiles.
• 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?)

This page was built for publication: Diagonal quasi-Newton method via variational principle under generalized Frobenius norm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2829584)