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Software System for Universal Functional Optimization
Lukšan, Ladislav ; Vlček, Jan ; Tůma, Miroslav
The universal functional optimization (UFO) system is an interactive modular system, which contains 30 classes of optimization methods for solving various types of standard and large-scale optimization problems. We give a brief description of this system together with most important optimization methods. Furthermore, we show typical applications os this system to solving industrial problems.
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Shifted Variable Metric Methods for Unconstrained Optimization
Lukšan, Ladislav ; Vlček, Jan
A family of shifted variable metric methods for unconstrained optimization is investigated. These methods form a basis for shifted limited-memory variable metric methods introduced in second contribution in proceedings of SANM 2003. We describe basic properties of these methods, establish their global convergence and give conditions for the superlinear rate of convergence. Their efficiency is demonstrated by using extensive numerical experiments.
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Iterační řešení soustav sedlového bodu: stručný přehled
Rozložník, Miroslav
In this contribution we attempt to review recent advances in the field of iterative methods for solving large saddle point problems. The main focus is on developments in the area of Krylov subspace methods and block preconditioning techniques for symmetric and nonsymmetric linear systems that arise in the context of solving the saddle point problems.
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