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New Limited-Memory Variable Metric Methods for Unconstrained Optimization
Vlček, Jan ; Lukšan, Ladislav
A new family of numerically efficient variable metric or quasi-Newton methods for unconstrained optimizaion is adapted for large-scale optimization. Global convergence of the method can be established for convex sufficiently smooth functions. Some encouraging numerical experience is reported. We refer to our report V-876 for proof and details.

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