A class of diagonal quasi-Newton methods for large-scale convex minimization

DOI10.1007/s40840-015-0117-1zbMath1357.65075OpenAlexW2059444119MaRDI QIDQ503542

Wah June Leong

Publication date: 13 January 2017

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/43466/1/abstract01.pdf

zbMATH Keywords

scalingquasi-Newton methodsdiagonal updatingnumerical resultglobal \(R\)-linear convergencelarge-scale convex minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

Related Items (1)

Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions

Uses Software

• minpack

Cites Work

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• The Quasi-Cauchy Relation and Diagonal Updating
• A Nonmonotone Line Search Technique for Newton’s Method
• Function minimization by conjugate gradients

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