A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization

DOI10.1080/02331934.2018.1482298zbMath1402.65049OpenAlexW2809539576MaRDI QIDQ4559412

Neculai Andrei

Publication date: 3 December 2018

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2018.1482298

zbMATH Keywords

unconstrained optimizationnumerical comparisonsmeasure function of Byrd and Nocedaldiagonal quasi-Newton updateweak secant

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37)

Related Items

Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model ⋮ Nonmonotone quasi-Newton-based conjugate gradient methods with application to signal processing ⋮ A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM ⋮ A New Diagonal Quasi-Newton Updating Method With Scaled Forward Finite Differences Directional Derivative for Unconstrained Optimization ⋮ A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization ⋮ Diagonal BFGS updates and applications to the limited memory BFGS method

Uses Software

• MINPACK-2
• SCALCG

Cites Work

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