Diagonal Hessian Approximation for Limited Memory Quasi-Newton via Variational Principle

<table class="table-group" id="tab3"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left">LBFGS-I </td><td align="center"> LBFGS-<svg height="7.9499998" id="M216" style="vertical-align:-0.10033pt" version="1.1" viewbox="0 0 13.5375 7.9499998" width="13.5375" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,7.675)"><path d="M766 88q-40 -45 -83.5 -72.5t-63.5 -27.5q-39 0 -16 103l49 224q15 68 -10 68q-36 0 -112.5 -78.5t-105.5 -133.5q-27 -101 -38 -165q-35 -4 -77 -18l-6 6q42 153 70 288q12 55 10 78t-19 23q-38 0 -114 -80.5t-101 -131.5q-24 -68 -41 -165q-36 -3 -76 -18l-8 6
q56 202 87 347q7 33 -3 33q-8 0 -31.5 -17.5t-41.5 -35.5l-12 28q42 45 84 72t63 27q44 0 10 -124l-20 -75h2q92 121 193 178q36 21 64 21q62 0 28 -159l-8 -37h2q50 67 103.5 112t94.5 65q39 19 62 19q60 0 23 -156l-45 -189q-9 -39 2 -39q17 0 71 49z" id="x1D45A"></path></g>
</svg>I </td><td align="center"> LBFGS-USD </td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left">1.764504202 </td><td align="center">1.057316205 </td><td align="center">1.181762512 </td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Ratio of function/gradient calls over iteration counts for <svg height="10.925" id="M215" style="vertical-align:-0.17555pt" version="1.1" viewbox="0 0 41.112499 10.925" width="41.112499" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,10.65)"><path d="M766 88q-40 -45 -83.5 -72.5t-63.5 -27.5q-39 0 -16 103l49 224q15 68 -10 68q-36 0 -112.5 -78.5t-105.5 -133.5q-27 -101 -38 -165q-35 -4 -77 -18l-6 6q42 153 70 288q12 55 10 78t-19 23q-38 0 -114 -80.5t-101 -131.5q-24 -68 -41 -165q-36 -3 -76 -18l-8 6
q56 202 87 347q7 33 -3 33q-8 0 -31.5 -17.5t-41.5 -35.5l-12 28q42 45 84 72t63 27q44 0 10 -124l-20 -75h2q92 121 193 178q36 21 64 21q62 0 28 -159l-8 -37h2q50 67 103.5 112t94.5 65q39 19 62 19q60 0 23 -156l-45 -189q-9 -39 2 -39q17 0 71 49z" id="x1D45A"></path></g><g transform="matrix(.017,-0,0,-.017,18.183,10.65)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,32.887,10.65)"><path d="M153 550l-26 -186q79 31 111 31q90 0 141.5 -51t51.5 -119q0 -93 -89 -166q-85 -69 -173 -71q-32 0 -61.5 11.5t-41.5 23.5q-18 17 -17 34q2 16 22 33q14 9 26 -1q61 -50 124 -50q60 0 93 43.5t33 104.5q0 69 -41.5 110t-121.5 41q-53 0 -102 -20l38 305h286l6 -8
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</svg>.

Journal of Applied Mathematics

tab3

Table 3

Table 3: Diagonal Hessian Approximation for Limited Memory Quasi-Newton via Variational Principle 