Original title: New Limited-Memory Variable Metric Methods for Unconstrained Optimization
Authors: Vlček, Jan ; Lukšan, Ladislav
Document type: Papers
Conference/Event: SANM 2003. Summer School /15./, Hejnice (CZ), 2003-09-08 / 2003-09-12
Year: 2004
Language: eng
Abstract: A new family of numerically efficient variable metric or quasi-Newton methods for unconstrained optimizaion is adapted for large-scale optimization. Global convergence of the method can be established for convex sufficiently smooth functions. Some encouraging numerical experience is reported. We refer to our report V-876 for proof and details.
Keywords: global convergence; limited-memory methods; numerical results; unconstrained minimization; variable metric methods
Project no.: CEZ:AV0Z1030915 (CEP), IAA1030103 (CEP)
Funding provider: GA AV ČR
Host item entry: Software and Algorithms of Numerical Mathematics, ISBN 80-7043-312-4

Institution: Institute of Computer Science AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0010612

Permalink: http://www.nusl.cz/ntk/nusl-19512


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Research > Institutes ASCR > Institute of Computer Science
Conference materials > Papers