Diagonal quasi-Newton method via variational principle under generalized Frobenius norm

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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...

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Bibliographic Details
Main Authors:	Enshaei, Sharareh, Leong, Wah June, Farid, Mahboubeh
Format:	Article
Language:	English
Published:	Taylor & Francis 2016
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

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