A new diagonal quasi-Newton algorithm for unconstrained optimization problems

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 t...

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Bibliographic Details
Published in:Applications of mathematics (Prague) 2024-08, Vol.69 (4), p.501-512
Main Authors: Nosrati, Mahsa, Amini, Keyvan
Format: Article
Language:English
Subjects:
Algorithms
Analysis
Applications of Mathematics
Classical and Continuum Physics
Mathematical and Computational Engineering
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Optimization
Quasi Newton methods
Theoretical
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Summary: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.
ISSN:0862-7940
1572-9109
DOI:10.21136/AM.2024.0045-24