A class of diagonal quasi-newton methods for large-scale convex minimization

We study the convergence properties of a class of low memory methods for solving large-scale unconstrained problems. This class of methods belongs to that of quasi-Newton family, except for which the approximation to Hessian, at each step, is updated by means of a diagonal matrix. Using appropriate...

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Bibliographic Details
Main Author: Leong, Wah June
Format: Article
Language:English
Published: USM Publishing 2015
Online Access:http://psasir.upm.edu.my/id/eprint/43466/1/abstract01.pdf