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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| Language: | en |
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Springer
2021
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| 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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| author | Leong, Wah June Enshaei, Sharareh Kek, Sie Long |
| author_facet | Leong, Wah June Enshaei, Sharareh Kek, Sie Long |
| author_sort | Leong, Wah June |
| building | UTHM Library |
| collection | Institutional Repository |
| content_provider | Universiti Tun Hussein Onn Malaysia |
| content_source | UTHM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | 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DFP method except that the full quasi-Newton matrix has been replaced by some
diagonal matrix. We establish convergence properties for some particular members
of the class under line search with Armijo condition. Sufficient conditions for the
methods to be superlinearly convergent are also given. Numerical results are then
presented to illustrate the usefulness of these methods in large-scale minimization. |
| format | Article |
| id | my.uthm.eprints-1127 |
| institution | Universiti Tun Hussein Onn Malaysia |
| language | en |
| publishDate | 2021 |
| publisher | Springer |
| record_format | eprints |
| spelling | my.uthm.eprints-11272021-10-17T07:48:55Z http://eprints.uthm.edu.my/1127/ Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm Leong, Wah June Enshaei, Sharareh Kek, Sie Long T Technology (General) 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 been replaced by some diagonal matrix. We establish convergence properties for some particular members of the class under line search with Armijo condition. Sufficient conditions for the methods to be superlinearly convergent are also given. Numerical results are then presented to illustrate the usefulness of these methods in large-scale minimization. Springer 2021 Article PeerReviewed text en http://eprints.uthm.edu.my/1127/1/J12010_5a7e0282f614f0890c3fed53dbfc3ddd.pdf Leong, Wah June and Enshaei, Sharareh and Kek, Sie Long (2021) Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm. Numerical Algorithms, 86. pp. 1225-1241. https://doi.org/10.1007/s11075-020-00930-9 |
| spellingShingle | T Technology (General) Leong, Wah June Enshaei, Sharareh Kek, Sie Long Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm |
| title | Diagonal quasi-Newton methods via least change
updating principle with weighted Frobenius norm |
| title_full | Diagonal quasi-Newton methods via least change
updating principle with weighted Frobenius norm |
| title_fullStr | Diagonal quasi-Newton methods via least change
updating principle with weighted Frobenius norm |
| title_full_unstemmed | Diagonal quasi-Newton methods via least change
updating principle with weighted Frobenius norm |
| title_short | Diagonal quasi-Newton methods via least change
updating principle with weighted Frobenius norm |
| title_sort | diagonal quasi-newton methods via least change
updating principle with weighted frobenius norm |
| topic | T Technology (General) |
| url | 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 |
| url_provider | http://eprints.uthm.edu.my/ |