Original title: Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton conditions
Authors: Vlček, Jan ; Lukšan, Ladislav
Document type: Research reports
Year: 2011
Language: eng
Series: Technical Report, volume: V-1127
Abstract: 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.
Keywords: conjugate directions; limited-memory methods; preliminary numerical results; the BFGS update; unconstrained minimization; variable metric methods
Project no.: CEZ:AV0Z10300504 (CEP), GA201/09/1957 (CEP)
Funding provider: GA ČR
Rights: This work is protected under the Copyright Act No. 121/2000 Coll.

Institution: Institute of Computer Science AS ČR (web)
Original record: http://hdl.handle.net/11104/0203700

Permalink: http://www.nusl.cz/ntk/nusl-80971


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