Název:
Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton conditions
Autoři:
Vlček, Jan ; Lukšan, Ladislav Typ dokumentu: Výzkumné zprávy
Rok:
2011
Jazyk:
eng
Edice: Technical Report, svazek: V-1127
Abstrakt: Several modifications of the limited-memory variable metric BNS method for large scale un- constrained optimization are proposed, which consist in corrections (derived from the idea of conjugate directions) of the used difference vectors to improve satisfaction of previous quasi-Newton conditions, utilizing information from previous or subsequent iterations. In case of quadratic objective functions, conjugacy of all stored diffrence vectors and satisfaction of quasi-Newton conditions with these vectors is established. There are many possibilities how to realize this approach and although only two methods were implemented and tested, preliminary numerical results are promising.
Klíčová slova:
conjugate directions; limited-memory methods; preliminary numerical results; the BFGS update; unconstrained minimization; variable metric methods Číslo projektu: CEZ:AV0Z10300504 (CEP), GA201/09/1957 (CEP) Poskytovatel projektu: GA ČR
Práva: Dílo je chráněno podle autorského zákona č. 121/2000 Sb.