Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization

zbMath1246.65092MaRDI QIDQ411967

Wah June Leong, Mahboubeh Farid, Malik Abu Hassan

Publication date: 3 May 2012

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

Full work available at URL: http://math.usm.my/bulletin/html/vol35_2_2.html

zbMATH Keywords

unconstrained optimizationnumerical resultslarge-scale optimizationscalingquasi-Newton methoddiagonal updatingweak quasi-Newton equation

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 (10)

A diagonal quasi-Newton updating method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model ⋮ Scaled diagonal gradient-type method with extra update for large-scale unconstrained optimization ⋮ 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 ⋮ Accelerated diagonal gradient-type method for large-scale unconstrained optimization ⋮ A new accelerated diagonal quasi-Newton updating method with scaled forward finite differences directional derivative for unconstrained optimization ⋮ Higher order curvature information and its application in a modified diagonal Secant method ⋮ Accumulative approach in multistep diagonal gradient-type method for large-scale unconstrained optimization ⋮ Diagonal BFGS updates and applications to the limited memory BFGS method

Uses Software

• CUTEr
• minpack
• CUTE

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