DiagonalBFGSModel

[MohamedLaghdafHABIBOULLAH]

Add DiagonalBFGSModel where the hessian is approximated by DiagonalBFGS from LinearOperators.jl

[dpo]

We need a push!() method to update the operator.

[MohamedLaghdafHABIBOULLAH]

We already have it, don't we? https://github.com/JuliaSmoothOptimizers/NLPModelsModifiers.jl/blob/main/src/quasi-newton.jl#L214

[MohamedLaghdafHABIBOULLAH]

@dpo pourrais tu me donner ton avis sur cette PR ?

[dpo]

I don’t think we want to maintain a nondiagonal LBFGS operator just to construct this one.

[MohamedLaghdafHABIBOULLAH]

I don't quite get it. I did the same for other diagonal quasi-Newton updates, such as DiagonalPSBModel, DiagonalAndreiModel, and SpectralGradientModel, for which we have already defined quasi-Newton linear operators within LinearOperators.jl.

Should I do the same for all other diagonal updates and use only the quasi-Newton linear operators ?

[dpo]

There is no DiagonalBFGS operator in LinearOperators: https://github.com/search?q=repo%3AJuliaSmoothOptimizers%2FLinearOperators.jl%20DiagonalBFGS&type=code