Limited-Memory Variable Metric Methods that use Quantities from the Preceding Iteration

0358545 - ÚI 2012 RIV CZ eng C - Conference Paper (international conference)
Vlček, Jan - Lukšan, Ladislav
Limited-Memory Variable Metric Methods that use Quantities from the Preceding Iteration.
Programs and Algorithms of Numerical Mathematics. Praha: MÚ AV ČR, v. v. i., 2010 - (Vejchodský, T.; Chleboun, J.; Přikryl, P.; Segeth, K.; Šístek, J.), s. 227-232. ISBN 978-80-85823-57-8.
[Programs and Algorithms of Numerical Mathematics /15./. Dolní Maxov (CZ), 06.06.2010-11.06.2010]
R&D Projects: GA ČR GA201/09/1957
Institutional research plan: CEZ:AV0Z10300504
Keywords : optimization * variable matrix method * limited-memory method * matrix-free mehods
Subject RIV: BA - General Mathematics
http://www.math.cas.cz/~panm/Panm15/proceedings/PANM15proc.pdf

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.
Permanent Link: http://hdl.handle.net/11104/0196548