Název:
Limited-Memory Variable Metric Methods that use Quantities from the Preceding Iteration
Autoři:
Vlček, Jan ; Lukšan, Ladislav Typ dokumentu: Příspěvky z konference Konference/Akce: Programs and Algorithms of Numerical Mathematics /15./, Dolní Maxov (CZ), 2010-06-06 / 2010-06-11
Rok:
2010
Jazyk:
eng
Abstrakt: 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.
Klíčová slova:
limited-memory method; matrix-free mehods; optimization; variable matrix method Číslo projektu: CEZ:AV0Z10300504 (CEP), GA201/09/1957 (CEP) Poskytovatel projektu: GA ČR Zdrojový dokument: Programs and Algorithms of Numerical Mathematics, ISBN 978-80-85823-57-8