Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization (Q411967)
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scientific article; zbMATH DE number 6029715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization |
scientific article; zbMATH DE number 6029715 |
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Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization (English)
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3 May 2012
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The authors consider large-scale unconstrained optimization problems of the form \(\min_{x\in\mathbb{R}^n}\,f(x)\) and give a class of quasi-Newton methods that use some diagonal matrices to approximate the Hessian. Numerical results are given.
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quasi-Newton method
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diagonal updating
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weak quasi-Newton equation
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scaling
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large-scale optimization
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unconstrained optimization
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numerical results
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