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

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SYSNO ASEP	0358545
Document Type	C - Proceedings Paper (int. conf.)
R&D Document Type	Conference Paper
Title	Limited-Memory Variable Metric Methods that use Quantities from the Preceding Iteration
Author(s)	Vlček, Jan (UIVT-O)_{SAI, RID, ORCID} Lukšan, Ladislav (UIVT-O)_{SAI, RID}
Source Title	Programs and Algorithms of Numerical Mathematics. - Praha : MÚ AV ČR, v. v. i., 2010 / Vejchodský T. ; Chleboun J. ; Přikryl P. ; Segeth K. ; Šístek J. - ISBN 978-80-85823-57-8
Pages	s. 227-232
Number of pages	6 s.
Action	Programs and Algorithms of Numerical Mathematics /15./
Event date	06.06.2010-11.06.2010
VEvent location	Dolní Maxov
Country	CZ - Czech Republic
Event type	CST
Language	eng - English
Country	CZ - Czech Republic
Keywords	optimization ; variable matrix method ; limited-memory method ; matrix-free mehods
Subject RIV	BA - General Mathematics
R&D Projects	GA201/09/1957 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
UT WOS	000391896600029
Annotation	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.
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