الملخص
We consider some diagonal quasi-Newton methods for solving large-scale unconstrained optimization problems. A simple and effective approach for diagonal quasi-Newton algorithms is presented by proposing new updates of diagonal entries of the Hessian. Moreover, we suggest employing an extra BFGS update of the diagonal updating matrix and use its diagonal again. Numerical experiments on a collection of standard test problems show, in particular, that the proposed diagonal quasi-Newton methods perform substantially better than certain available diagonal methods.
الكلمات المفتاحية
بيانات النشر
- المعرّف الرقمي
- 10.53539/squjs.vol26iss2pp126-140
- المجلة
- مجلة جامعة السلطان قابوس للعلوم, 26(2), 126-140
- الناشر
- جامعة السلطان قابوس
- وصول مفتوح
- وصول مفتوح ذهبي
- الترخيص
- CC BY-ND 4.0
اقتبس هذه المقالة
APA 7
Al-Siyabi, A. (2022). Improved Diagonal Hessian Approximations for Large-Scale Unconstrained Optimization. Sultan Qaboos University Journal for Science, 26(2), 126-140. https://doi.org/10.53539/squjs.vol26iss2pp126-140
MLA 9
Al-Siyabi, Ahmed. "Improved Diagonal Hessian Approximations for Large-Scale Unconstrained Optimization." Sultan Qaboos University Journal for Science, vol. 26, no. 2, 2022, pp. 126-140. https://doi.org/10.53539/squjs.vol26iss2pp126-140.
شيكاغو (المؤلف–التاريخ)
Al-Siyabi, Ahmed. 2022. "Improved Diagonal Hessian Approximations for Large-Scale Unconstrained Optimization." Sultan Qaboos University Journal for Science 26 (2): 126-140. https://doi.org/10.53539/squjs.vol26iss2pp126-140.
هارفارد
Al-Siyabi, A. (2022) 'Improved Diagonal Hessian Approximations for Large-Scale Unconstrained Optimization', Sultan Qaboos University Journal for Science, 26(2), pp. 126-140. doi:10.53539/squjs.vol26iss2pp126-140.
فانكوفر
Al-Siyabi A. Improved Diagonal Hessian Approximations for Large-Scale Unconstrained Optimization. Sultan Qaboos University Journal for Science. 2022;26(2):126-140. doi:10.53539/squjs.vol26iss2pp126-140
IEEE
A. Al-Siyabi, "Improved Diagonal Hessian Approximations for Large-Scale Unconstrained Optimization," Sultan Qaboos University Journal for Science, vol. 26, no. 2, pp. 126-140, 2022, doi: 10.53539/squjs.vol26iss2pp126-140.