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arXiv · 2409.05002

A Diagonal BFGS Update Algorithm with Inertia Acceleration Technology for Minimizations

Zhenhua Luo·Gonglin Yuan·Hongtruong Pham
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Abstract

We integrate the diagonal quasi-Newton update approach with the enhanced BFGS formula proposed by Wei, Z., Yu, G., Yuan, G., Lian, Z. \cite{b1}, incorporating extrapolation techniques and inertia acceleration technology. This method, designed specifically for non-convex constrained problems, requires that the search direction ensures sufficient descent and establishes global linear convergence. Such a design has yielded exceptionally favorable data results.

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Zhenhua Luo, Gonglin Yuan, Hongtruong Pham. 2024-09-08. A Diagonal BFGS Update Algorithm with Inertia Acceleration Technology for Minimizations. https://arxiv.org/abs/2409.05002

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