A nonmonotone ADMM-based diagonal quasi-Newton update with application to the compressive sensing problem

Considering a minimization problem according to the Byrd-Nocedal measure function together with the secant equation, a diagonal quasi-Newton updating formula is suggested. To find the optimal elements of the updating matrix, the well-known algorithm of the alternating direction method of multiplier...

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Bibliographic Details

Published in:	Mathematical Modelling and Analysis
Main Authors:	Zohre Aminifard, Saman Babaie-Kafaki
Format:	Article
Language:	English
Published:	Vilnius Gediminas Technical University 2023-10-01
Subjects:	large-scale optimization quasi-Newton update ADMM strategy nonmonotone line search simulated annealing compressive sensing
Online Access:	https://jau.vgtu.lt/index.php/MMA/article/view/16993