Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm

This paper presents a class of low memory quasi-Newton methods with standard backtracking line search for large-scale unconstrained minimization. The methods are derived by means of least change updating technique analogous to that for the DFP method except that the full quasi-Newton matrix has b...

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Bibliographic Details
Main Authors: Leong, Wah June, Enshaei, Sharareh, Kek, Sie Long
Format: Article
Language:en
Published: Springer 2021
Subjects:
Online Access:http://eprints.uthm.edu.my/1127/1/J12010_5a7e0282f614f0890c3fed53dbfc3ddd.pdf
http://eprints.uthm.edu.my/1127/
https://doi.org/10.1007/s11075-020-00930-9
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