National Repository of Grey Literature 15 records found  1 - 10next  jump to record: Search took 0.00 seconds. 
Problems for Nonlinear Least Squares and Nonlinear Equations
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
This report contains a description of subroutines which can be used for testing large-scale optimization codes. These subroutines can easily be obtained from the web page http://www.cs.cas.cz/~luksan/test.html. Furthermore, all test problems contained in these subroutines are presented in the analytic form.
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Sparse Test Problems for Nonlinear Least Squares
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
This report contains a description of subroutines which can be used for testing large-scale optimization codes. These subroutines can easily be obtained from the web page http://www.cs.cas.cz/~luksan/test.html. Furthermore, all test problems contained in these subroutines are presented in the analytic form.
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Metody s proměnnou metrikou s omezenou pamětí, založené na invariantních maticích
Vlček, Jan ; Lukšan, Ladislav
A new class of limited-memory variable metric methods for unconstrained minimization is described. Approximations of inverses of Hessian matrices are based on matrices which are invariant with respect to a linear transformation. As these matrices are singular, they are adjusted for a computation of direction vectors. The methods have the quadratic termination property, which means that they will find a minimum of a strict quadratic function with an exact choice of a step-length after a finite number of steps. Numerical experiments show the efficiency of this method.
O Lagrangeových multiplikátorech v metodách s lokálně omezeným krokem
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
Trust-region methods are globally convergent techniques widely used, for example, in connection with the Newton's method for unconstrained optimization. One of the most commonly-used iterative approaches for solving the trust-region subproblems is the Steihaug-Toint method which is based on conjugate gradient iterations and seeks a solution on Krylov subspaces. The paper contains new theoretical results concerning properties of Lagrange multipliers obtained on these subspaces.
Metody vnitřních bodů pro zobecněnou minimaxovou optimalizaci
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
A new class of primal interior point methods for generalized minimax optimization is described. These methods use besides a standard logarithmic barrier function also barrier functions bounded from below which have more favourable properties for investigation of global convergence. It deals with descent direction methods, where an approxmation of the Hessian matrix is computed by gradient differences or quasi-Newton updates. Two-level optimization is used. A direction vector is computed by a Choleski decompostition of a sparse matrix. Numerical experiments concerning two basic applications, minimization of a point maximum and a sum of absolute values of smooth functions, are presented.
Metoda vnitřních bodů pro velkou řídkou l1 optimalizaci
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
In this paper, we propose an interior-point method for large sparse l1 optimization. After a short introduction, the complete algorithm is introduced and some implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus relatively difficult l1 optimization problems can be solved successfully. The results of computational experiments given in this paper confirm efficiency and robustness of the proposed method

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