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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| 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/55511/1/Diagonal%20quasi-Newton%20method%20via%20variational%20principle%20under%20generalized%20Frobenius%20norm.pdf |
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