A new diagonal quasi-Newton algorithm for unconstrained optimization problems

Mahsa Nosrati; Keyvan Amini

Applications of Mathematics (2024)

  • Volume: 69, Issue: 4, page 501-512
  • ISSN: 0862-7940

Abstract

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We present a new diagonal quasi-Newton method for solving unconstrained optimization problems based on the weak secant equation. To control the diagonal elements, the new method uses new criteria to generate the Hessian approximation. We establish the global convergence of the proposed method with the Armijo line search. Numerical results on a collection of standard test problems demonstrate the superiority of the proposed method over several existing diagonal methods.

How to cite

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Nosrati, Mahsa, and Amini, Keyvan. "A new diagonal quasi-Newton algorithm for unconstrained optimization problems." Applications of Mathematics 69.4 (2024): 501-512. <http://eudml.org/doc/299387>.

@article{Nosrati2024,
abstract = {We present a new diagonal quasi-Newton method for solving unconstrained optimization problems based on the weak secant equation. To control the diagonal elements, the new method uses new criteria to generate the Hessian approximation. We establish the global convergence of the proposed method with the Armijo line search. Numerical results on a collection of standard test problems demonstrate the superiority of the proposed method over several existing diagonal methods.},
author = {Nosrati, Mahsa, Amini, Keyvan},
journal = {Applications of Mathematics},
keywords = {unconstrained optimization; diagonal quasi-Newton method; weak secant equation; global convergence},
language = {eng},
number = {4},
pages = {501-512},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A new diagonal quasi-Newton algorithm for unconstrained optimization problems},
url = {http://eudml.org/doc/299387},
volume = {69},
year = {2024},
}

TY - JOUR
AU - Nosrati, Mahsa
AU - Amini, Keyvan
TI - A new diagonal quasi-Newton algorithm for unconstrained optimization problems
JO - Applications of Mathematics
PY - 2024
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 69
IS - 4
SP - 501
EP - 512
AB - We present a new diagonal quasi-Newton method for solving unconstrained optimization problems based on the weak secant equation. To control the diagonal elements, the new method uses new criteria to generate the Hessian approximation. We establish the global convergence of the proposed method with the Armijo line search. Numerical results on a collection of standard test problems demonstrate the superiority of the proposed method over several existing diagonal methods.
LA - eng
KW - unconstrained optimization; diagonal quasi-Newton method; weak secant equation; global convergence
UR - http://eudml.org/doc/299387
ER -

References

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