Diagonal quasi-Newton methods via least change updating principle with weighted Frobenius norm
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DOI: 10.1007/s11075-020-00930-9
Abstract: This paper presents a class of low memory quasi-Newton methods with standard backtracking line search for large-scale unconstrained minimization. The methods are derived by means of least change updating technique analogous to that for the… read more here.
Keywords: change updating; quasi; quasi newton; newton methods ... See more keywords