Abstract
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.
Keywords
Publication details
- DOI
- 10.53539/squjs.vol26iss2pp126-140
- Journal
- Sultan Qaboos University Journal for Science, 26(2), 126-140
- Publisher
- Sultan Qaboos University
- Open access
- Gold open access
- License
- CC BY-ND 4.0
Cite this article
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.
Chicago (author–date)
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.
Harvard
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.
Vancouver
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.