Original title:
Limited-Memory Variable Metric Methods that use Quantities from the Preceding Iteration
Authors:
Vlček, Jan ; Lukšan, Ladislav Document type: Papers Conference/Event: Programs and Algorithms of Numerical Mathematics /15./, Dolní Maxov (CZ), 2010-06-06 / 2010-06-11
Year:
2010
Language:
eng Abstract:
In this contribution, a new family of globally convergent limited-memory (LM) variable metric (VM) line search methods for unconstrained minimization is presented. Numerical results indicate that the new methods can save computational time substantially for certain problems in comparison with the well-known L-BFGS method.
Keywords:
limited-memory method; matrix-free mehods; optimization; variable matrix method Project no.: CEZ:AV0Z10300504 (CEP), GA201/09/1957 (CEP) Funding provider: GA ČR Host item entry: Programs and Algorithms of Numerical Mathematics, ISBN 978-80-85823-57-8