Improved diagonal Hessian approximations for large-scale unconstrained optimization.
المصدر
Sultan Qaboos University Journal for Science. v. 26, no.2, p.126-140.
الناشر
College of Science, Sultan Qaboos University.
الملخص الإنجليزي
We consider some diagonal quasi-Newton methods for solving large-scale unconstrained optimization problems. A simple and effective approach for diagonal quasi-Newton algorithms is presented by proposing new updates of diagonal entries of the Hessian. Moreover, we suggest employing an extra BFGS update of the diagonal updating matrix and use its diagonal again. Numerical experiments on a collection of standard test problems show, in particular, that the proposed diagonal quasi-Newton methods perform substantially better than certain available diagonal methods.
المعرف
DOI:10.53539/squjs.vol26iss2pp126-140
