Original title: Shifted Variable Metric Methods for Unconstrained Optimization
Authors: Lukšan, Ladislav ; Vlček, Jan
Document type: Papers
Conference/Event: SANM 2003. Summer School /15./, Hejnice (CZ), 2003-09-08 / 2003-09-12
Year: 2004
Language: eng
Abstract: A family of shifted variable metric methods for unconstrained optimization is investigated. These methods form a basis for shifted limited-memory variable metric methods introduced in second contribution in proceedings of SANM 2003. We describe basic properties of these methods, establish their global convergence and give conditions for the superlinear rate of convergence. Their efficiency is demonstrated by using extensive numerical experiments.
Keywords: global convergence; numerical results; superlinear rate of convergence; 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/11104/0010621

Permalink: http://www.nusl.cz/ntk/nusl-19516


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