National Repository of Grey Literature 138 records found  beginprevious31 - 40nextend  jump to record: Search took 0.01 seconds. 
Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton conditions
Vlček, Jan ; Lukšan, Ladislav
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.
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Plný tet: v1127-11 - Download fulltextPDF
Limited-Memory Variable Metric Methods that use Quantities from the Preceding Iteration
Vlček, Jan ; Lukšan, Ladislav
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.
Robust Preconditioners for the Matrix Free Truncated Newton Method
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
New positive definite preconditioners for the matrix free truncated Newton method are given. Corresponding algorithms are described in detail. Results of numerical experiments that confirm the efficiency and robustness of the preconditioned truncated Newton method are reported.

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