Národní úložiště šedé literatury Nalezeno 4 záznamů.  Hledání trvalo 0.01 vteřin. 
Modifications of the limited-memory BFGS method based on the idea of conjugate directions
Vlček, Jan ; Lukšan, Ladislav
Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which consist in corrections of the used difference vectors (derived from the idea of conjugate directions), utilizing information from the preceding iteration. For quadratic objective functions, the improvement of convergence is the best one in some sense and all stored difference vectors are conjugate for unit stepsizes. The algorithm is globally convergent for convex sufficiently smooth functions. Numerical experiments indicate that the new method often improves the L-BFGS method significantly.
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.
Plný tet: v1127-11 - Stáhnout plný textPDF
Plný text: content.csg - Stáhnout plný textPDF

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