A nonmonotone ADMM-based diagonal quasi-Newton update with application to the compressive sensing problem
Considering a minimization problem according to the Byrd-Nocedal measure function together with the secant equation, a diagonal quasi-Newton updating formula is suggested. To find the optimal elements of the updating matrix, the well-known algorithm of the alternating direction method of multiplier...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Vilnius Gediminas Technical University
2023-10-01
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Series: | Mathematical Modelling and Analysis |
Subjects: | |
Online Access: | https://jau.vgtu.lt/index.php/MMA/article/view/16993 |