A class of diagonal quasi-Newton methods for large-scale convex minimization
type: Item
instance of: scholarly article
title: A class of diagonal quasi-Newton methods for large-scale convex minimization
zbMATH Open document ID: 1357.65075
author: W. J. Leong
published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series
publication date: 2017-01-13T00:00:00Z
full work available at URL: abstract01.pdf
review text: This paper considers the diagonal quasi-Newton method with the Zhu-Nazareth-Wolkowicz updating formula in minimizing a smooth function. The author shows that the scaled method with the Wolfe's line search is globally and linearly convergent on uniformly convex objective functions. Some numerical results on solving a set of 32 test problems are presented.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C53
Mathematics Subject Classification ID: 90C06
zbMATH DE Number: 6674378
zbMATH Keywords: large-scale convex minimization
zbMATH Keywords: quasi-Newton methods
zbMATH Keywords: diagonal updating
zbMATH Keywords: scaling
zbMATH Keywords: global \(R\)-linear convergence
zbMATH Keywords: numerical result
describes a project that uses: minpack
MaRDI profile type: Publication
OpenAlex ID: W2059444119
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DOI: 10.1007/S40840-015-0117-1
description: scientific article; zbMATH DE number 6674378