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

DOI10.1080/02331934.2018.1482298zbMATH Open1402.65049OpenAlexW2809539576WikidataQ129724065 ScholiaQ129724065MaRDI QIDQ4559412FDOQ4559412

Authors: 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

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zbMATH Keywords

numerical comparisonsunconstrained optimizationmeasure function of Byrd and Nocedaldiagonal quasi-Newton updateweak secant

Mathematics Subject Classification ID

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

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Cited In (14)

• 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
• Title not available (Why is that?)
• Quasi-Newton type of diagonal updating for the L-BFGS method
• Diagonal BFGS updates and applications to the limited memory BFGS method
• Nonmonotone generalized diagonal quasi-Newton algorithm
• A new diagonal quasi-Newton algorithm for unconstrained optimization problems.
• Diagonal approximation of the Hessian by finite differences for unconstrained optimization
• Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization
• A diagonal quasi-Newton updating method for unconstrained optimization
• A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization
• Nonmonotone quasi-Newton-based conjugate gradient methods with application to signal processing
• Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model
• Diagonal quasi-Newton method via variational principle under generalized Frobenius norm

Uses Software

• MINPACK-2
• SCALCG

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