Diagonal quasi-Newton method via variational principle under generalized Frobenius norm

DOI10.1080/10556788.2016.1196205zbMath1354.65119OpenAlexW2475022938MaRDI QIDQ2829584

Mahboubeh Farid, Sharareh Enshaei, Wah June Leong

Publication date: 8 November 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/55511/1/Diagonal%20quasi-Newton%20method%20via%20variational%20principle%20under%20generalized%20Frobenius%20norm.pdf

zbMATH Keywords

algorithmglobal convergencenumerical resultsvariational principleconjugate gradient methodsinverse Hessian approximationunconstrained optimization problemsweak secant equationweighted Frobenius normArmijo line search strategydiagonal quasi-Newton updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (3)

A restart scheme for the memoryless BFGS method ⋮ Higher order curvature information and its application in a modified diagonal Secant method ⋮ Diagonal BFGS updates and applications to the limited memory BFGS method

Cites Work

• A new gradient method via quasi-Cauchy relation which guarantees descent
• Sizing and Least-Change Secant Methods
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• The Quasi-Cauchy Relation and Diagonal Updating
• Function minimization by conjugate gradients
• Methods of conjugate gradients for solving linear systems
• Benchmarking optimization software with performance profiles.

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