Citation
Enshaei, Sharareh and Leong, Wah June and Farid, Mahboubeh
(2016)
Diagonal quasi-Newton method via variational principle under generalized Frobenius norm.
Optimization Methods and Software, 31 (6).
pp. 1258-1271.
ISSN 1055-6788; ESSN: 1029-4937
Abstract
In this work, we present a new class of diagonal quasi-Newton methods for solving large-scale unconstrained optimization problems. The methods are derived by means of variational principle under the generalized Frobenius norm. We show global convergence of our methods under the standard line search with Armijo condition. Numerical results are carried out in standard test problems and clearly indicate vast superiority over some classical conjugate gradient methods.
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Official URL or Download Paper: http://www.tandfonline.com/doi/abs/10.1080/1055678...
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Institute for Mathematical Research Faculty of Science |
| DOI Number: | https://doi.org/10.1080/10556788.2016.1196205 |
| Publisher: | Taylor & Francis |
| Notes: | Special issue: Special section on the Pacific Optimization Conference |
| Keywords: | Diagonal; Quasi-Newton updates; Variational principle; Weak secant equation; Inverse hessian approximation; Weighted Frobenius norm |
| Depositing User: | Mohd Hafiz Che Mahasan |
| Date Deposited: | 13 Sep 2017 10:20 |
| Last Modified: | 10 Oct 2019 00:31 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/10556788.2016.1196205 |
| URI: | http://psasir.upm.edu.my/id/eprint/55511 |
| Statistic Details: | View Download Statistic |
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