Number of the records: 1

Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton conditions

SYSNO ASEP	0369695
Document Type	V - Research Report
R&D Document Type	The record was not marked in the RIV
Title	Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton conditions
Author(s)	Vlček, Jan (UIVT-O)_{SAI, RID, ORCID} Lukšan, Ladislav (UIVT-O)_{SAI, RID}
Issue data	Prague: ICS AS CR, 2011
Series	Technical Report
Series number	V-1127
Number of pages	14 s.
Language	eng - English
Country	CZ - Czech Republic
Keywords	unconstrained minimization ; variable metric methods ; limited-memory methods ; the BFGS update ; conjugate directions ; preliminary numerical results
Subject RIV	BA - General Mathematics
R&D Projects	GA201/09/1957 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
Annotation	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.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2012

Number of the records: 1