Leong, Wah June; Farid, Mahboubeh; Hassan, Malik Abu Scaling on diagonal quasi-Newton update for large-scale unconstrained optimization. (English) Zbl 1246.65092 Bull. Malays. Math. Sci. Soc. (2) 35, No. 2, 247-256 (2012). The authors consider large-scale unconstrained optimization problems of the form \(\min_{x\in\mathbb{R}^n}\,f(x)\) and give a class of quasi-Newton methods that use some diagonal matrices to approximate the Hessian. Numerical results are given. Reviewer: Hans Benker (Merseburg) Cited in 9 Documents MSC: 65K05 Numerical mathematical programming methods 90C06 Large-scale problems in mathematical programming 90C30 Nonlinear programming 90C53 Methods of quasi-Newton type Keywords:quasi-Newton method; diagonal updating; weak quasi-Newton equation; scaling; large-scale optimization; unconstrained optimization; numerical results Software:minpack; CUTEr; CUTE PDF BibTeX XML Cite \textit{W. J. Leong} et al., Bull. Malays. Math. Sci. Soc. (2) 35, No. 2, 247--256 (2012; Zbl 1246.65092) Full Text: Link OpenURL