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

Institution: Institute of Computer Science AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://www.math.cas.cz/~panm/Panm15/proceedings/PANM15proc.pdf
Original record: http://hdl.handle.net/11104/0196548

Permalink: http://www.nusl.cz/ntk/nusl-42725


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