A Diagonal BFGS Update Algorithm with Inertia Acceleration Technology for Minimizations
Abstract
We integrate the diagonal quasi-Newton update approach with the enhanced BFGS formula proposed by Wei, Z., Yu, G., Yuan, G., Lian, Z. 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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