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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2021
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| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/1127/1/J12010_5a7e0282f614f0890c3fed53dbfc3ddd.pdf |