DocumentCode
690383
Title
A Filter Diagonal Quasi-Newton Method with Weak Secant Equation
Author
Qunyan Zhou ; Dan Hang
Author_Institution
Sch. of Math. & Phys., Jiangsu Univ. of Technol., Changzhou, China
fYear
2013
fDate
14-15 Dec. 2013
Firstpage
458
Lastpage
462
Abstract
Based on the weak secant equation, a filter diagonal quasi-Newton method for minimizing unconstrained optimization is proposed. This method restricts the approximation of Hessian matrix to a diagonal matrix. If the trial step is monotone or can be accepted by the filter, the algorithm requires no line searches. Under some reasonable assumptions, the new algorithm is globally convergent. Preliminary numerical experiments are presented and show that the new algorithm is efficient and robust.
Keywords
Newton method; filtering theory; matrix algebra; optimisation; Hessian matrix; diagonal matrix; filter diagonal quasiNewton method; globally convergent algorithm; unconstrained optimization minimization; weak secant equation; Approximation algorithms; Approximation methods; Convergence; Equations; Mathematical model; Optimization; Search methods; filter method; global convergence; large scale optimization; weak secant equation;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Sciences and Applications (CSA), 2013 International Conference on
Conference_Location
Wuhan
Type
conf
DOI
10.1109/CSA.2013.113
Filename
6835640
Link To Document