Diagonal quasi-Newton method via variational principle under generalized Frobenius norm
In this work, we present a new class of diagonal quasi-Newton methods for solving large-scale unconstrained optimization problems. The methods are derived by means of variational principle under the generalized Frobenius norm. We show global convergence of our methods under the standard line search...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/55511/ http://psasir.upm.edu.my/id/eprint/55511/1/Diagonal%20quasi-Newton%20method%20via%20variational%20principle%20under%20generalized%20Frobenius%20norm.pdf |
| _version_ | 1848852822376841216 |
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| author | Enshaei, Sharareh Leong, Wah June Farid, Mahboubeh |
| author_facet | Enshaei, Sharareh Leong, Wah June Farid, Mahboubeh |
| author_sort | Enshaei, Sharareh |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | In this work, we present a new class of diagonal quasi-Newton methods for solving large-scale unconstrained optimization problems. The methods are derived by means of variational principle under the generalized Frobenius norm. We show global convergence of our methods under the standard line search with Armijo condition. Numerical results are carried out in standard test problems and clearly indicate vast superiority over some classical conjugate gradient methods. |
| first_indexed | 2025-11-15T10:44:11Z |
| format | Article |
| id | upm-55511 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T10:44:11Z |
| publishDate | 2016 |
| publisher | Taylor & Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-555112019-10-10T00:31:36Z http://psasir.upm.edu.my/id/eprint/55511/ Diagonal quasi-Newton method via variational principle under generalized Frobenius norm Enshaei, Sharareh Leong, Wah June Farid, Mahboubeh In this work, we present a new class of diagonal quasi-Newton methods for solving large-scale unconstrained optimization problems. The methods are derived by means of variational principle under the generalized Frobenius norm. We show global convergence of our methods under the standard line search with Armijo condition. Numerical results are carried out in standard test problems and clearly indicate vast superiority over some classical conjugate gradient methods. Taylor & Francis 2016 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/55511/1/Diagonal%20quasi-Newton%20method%20via%20variational%20principle%20under%20generalized%20Frobenius%20norm.pdf Enshaei, Sharareh and Leong, Wah June and Farid, Mahboubeh (2016) Diagonal quasi-Newton method via variational principle under generalized Frobenius norm. Optimization Methods and Software, 31 (6). pp. 1258-1271. ISSN 1055-6788; ESSN: 1029-4937 http://www.tandfonline.com/doi/abs/10.1080/10556788.2016.1196205 10.1080/10556788.2016.1196205 |
| spellingShingle | Enshaei, Sharareh Leong, Wah June Farid, Mahboubeh Diagonal quasi-Newton method via variational principle under generalized Frobenius norm |
| title | Diagonal quasi-Newton method via variational principle under generalized Frobenius norm |
| title_full | Diagonal quasi-Newton method via variational principle under generalized Frobenius norm |
| title_fullStr | Diagonal quasi-Newton method via variational principle under generalized Frobenius norm |
| title_full_unstemmed | Diagonal quasi-Newton method via variational principle under generalized Frobenius norm |
| title_short | Diagonal quasi-Newton method via variational principle under generalized Frobenius norm |
| title_sort | diagonal quasi-newton method via variational principle under generalized frobenius norm |
| url | http://psasir.upm.edu.my/id/eprint/55511/ http://psasir.upm.edu.my/id/eprint/55511/ http://psasir.upm.edu.my/id/eprint/55511/ http://psasir.upm.edu.my/id/eprint/55511/1/Diagonal%20quasi-Newton%20method%20via%20variational%20principle%20under%20generalized%20Frobenius%20norm.pdf |