A class of diagonal quasi-Newton methods for large-scale convex minimization
DOI10.1007/S40840-015-0117-1zbMATH Open1357.65075OpenAlexW2059444119MaRDI QIDQ503542FDOQ503542
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
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numerical resultscalingquasi-Newton methodsdiagonal updatingglobal \(R\)-linear convergencelarge-scale convex minimization
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)
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Cited In (3)
- Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions
- Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
- Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing
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